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~isPartOf:"Current Issues in Economics and Finance"
~isPartOf:"Economic policy review"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Zinsstruktur"
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Zinsstruktur
Government securities
54
Staatspapier
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USA
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United States
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Yield curve
9
Debt management
7
Schuldenmanagement
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Duffee, Greg
3
Andersen, Torben
1
Benzoni, Luca
1
Collin-Dufresne, Pierre
1
Evans, Martin D. D.
1
Johannes, Michael
1
Kamara, Avraham
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Solnik, Bruno
1
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Current Issues in Economics and Finance
Economic policy review
The journal of finance : the journal of the American Finance Association
The journal of fixed income
19
NBER working paper series
13
Finance and economics discussion series
12
Journal of banking & finance
9
NBER Working Paper
9
Working paper / National Bureau of Economic Research, Inc.
9
FEDS Working Paper
8
Journal of financial economics
8
Staff reports / Federal Reserve Bank of New York
8
Discussion papers / CEPR
6
Finance research letters
5
Journal of financial and quantitative analysis : JFQA
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Applied financial economics
4
FRB of New York Staff Report
4
IMF working papers
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of financial studies
4
Working papers / The Levy Economics Institute
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Discussion papers in economics
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Economic review
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Journal of econometrics
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Journal of economics & business
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Journal of empirical finance
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Journal of investment management : JOIM
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Journal of money, credit and banking : JMCB
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Research paper series / Swiss Finance Institute
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Advances in quantitative analysis of finance and accounting : a research annual
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BIS working papers
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Discussion paper / Department of Economics, University of California San Diego
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Economia internazionale
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FRB Richmond Working Paper
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
International journal of central banking : IJCB
2
International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international economics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
9
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1
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
2
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
3
Term premia and interest rate forecasts in affine models
Duffee, Greg
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
Saved in:
4
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
5
The relation between treasury yields and corporate bond yield spreads
Duffee, Greg
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2225-2241
Persistent link: https://www.econbiz.de/10001251907
Saved in:
6
Real rates, expected inflation, and inflation risk premia
Evans, Martin D. D.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10001235489
Saved in:
7
The relation between default-free interest rates and expected economic growth is stronger than you think
Kamara, Avraham
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1681-1694
Persistent link: https://www.econbiz.de/10001227626
Saved in:
8
A nonparametric model of term structure dynamics and the market price of interest rate risk
Stanton, Richard
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 1973-2002
Persistent link: https://www.econbiz.de/10001232335
Saved in:
9
Idiosyncratic variation of Treasury bill yields
Duffee, Greg
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 527-551
Persistent link: https://www.econbiz.de/10001205902
Saved in:
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