//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~isPartOf:"The journal of fixed income"
~person:"Bekaert, Geert"
~person:"Fabozzi, Frank J."
~subject:"Stochastic process"
~subject:"USA"
~subject:"Unternehmensanleihe"
~subject:"Zinsstruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zinsstrukturmodell"
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
USA
Unternehmensanleihe
Zinsstruktur
Yield curve
10
Theorie
4
Theory
4
Anleihe
3
Bond
3
Option pricing theory
3
Optionspreistheorie
3
Risikoprämie
3
Risk premium
3
Forecasting model
2
Prognoseverfahren
2
United States
2
1927-2004
1
Betriebliche Liquidität
1
Bond return predictability
1
Business cycle
1
Business cycles
1
Börsenkurs
1
Capital income
1
Corporate bond
1
Corporate liquidity
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Erwartungsbildung
1
Estimation
1
Estimation theory
1
Expectation formation
1
Geldpolitik
1
Impact assessment
1
Insolvency
1
Insolvenz
1
Interest rate
1
Kapitaleinkommen
1
Konjunktur
1
Kreditderivat
1
Kreditrisiko
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Bekaert, Geert
Fabozzi, Frank J.
Chiarella, Carl
11
Mönch, Emanuel
11
Crump, Richard K.
8
Durham, J. Benson
8
Platen, Eckhard
7
Schlögl, Erik
7
Eusepi, Stefano
6
Longstaff, Francis A.
6
Nikitopoulos, Christina Sklibosios
6
Bai, Jennie
5
Boyarchenko, Nina
5
Kamin, Steven
5
Prisman, Eliezer Zeev
5
Skeie, David
5
Adrian, Tobias
4
Chernov, Mikhail
4
Goldstein, Robert S.
4
Halberstadt, Arne
4
Ho, Thomas S. Y.
4
Lucca, David O.
4
Matsumura, Marco Shinobu
4
Moreira, Ajax
4
Ammer, John
3
Binsbergen, Jules H. van
3
Eisenbach, Thomas M.
3
Filipović, Damir
3
Garbade, Kenneth D.
3
Heinemann, Friedrich
3
Ilmanen, Antti
3
Koijen, Ralph S. J.
3
Remolona, Eli M.
3
Rocha, Katia
3
Russo, Vincenzo
3
Schmalz, Martin C.
3
Schwartz, Eduardo S.
3
Subrahmanyam, Marti G.
3
Vickery, James
3
Winkelmann, Lars
3
more ...
less ...
Published in...
All
Discussion paper
International finance discussion papers
Journal of financial economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Staff reports / Federal Reserve Bank of New York
The journal of fixed income
NBER working paper series
9
NBER Working Paper
8
Working paper / National Bureau of Economic Research, Inc.
8
The handbook of fixed income securities
4
Valuation, financial modeling, and quantitative tools
4
Discussion paper / Centre for Economic Policy Research
3
Finance and economics discussion series
3
Interest rate, term structure, and valuation modeling
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / Research Department, Federal Reserve Bank of Chicago
2
Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago
2
Columbia Business School Research Paper
1
Discussion papers / CEPR
1
FEDS Working Paper
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
NBER technical working paper series
1
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
1
Review of quantitative finance and accounting
1
Technical working paper / National Bureau of Economic Research
1
The Frank J. Fabozzi series
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income : JFI
1
The theory and practice of investment management
1
Yale ICF Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
2
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
3
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
4
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
5
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
6
Risk, uncertainty, and asset prices
Bekaert, Geert
;
Engstrom, Eric
;
Xing, Yuhang
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10003813183
Saved in:
7
Monetary policy and interest rate factors
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Henderson, Brian J.
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 63-70
Persistent link: https://www.econbiz.de/10003893446
Saved in:
8
Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.
;
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10003018774
Saved in:
9
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
10
On biases in tests of the expectations hypothesis of the term structure of interest rates
Bekaert, Geert
- In:
Journal of financial economics
44
(
1997
)
3
,
pp. 309-348
Persistent link: https://www.econbiz.de/10001224560
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->