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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Fälligkeit"
~subject:"Währungsderivat"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Fälligkeit
Währungsderivat
Yield curve
127
Zinsstruktur
127
Theorie
84
Theory
84
Option pricing theory
33
Optionspreistheorie
33
Risikoprämie
24
Risk premium
24
Geldpolitik
23
Monetary policy
23
Credit risk
17
Kreditrisiko
17
Public bond
17
Öffentliche Anleihe
17
Interest rate
16
Zins
16
Estimation
15
Schätzung
15
Volatility
15
Volatilität
15
Anleihe
12
Bond
12
Stochastic process
12
Stochastischer Prozess
12
CAPM
11
Capital income
10
Kapitaleinkommen
10
Swap
10
term structure
10
Interest rate derivative
9
Public debt
9
Zinsderivat
9
Öffentliche Schulden
9
Liquidity
7
Liquidität
7
Schock
7
Shock
7
Arbitrage
6
Corporate bond
6
Currency derivative
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Non-commercial literature
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English
12
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Beetsma, Roel
2
Cerutti, Eugenio M.
2
Jiang, Zhengyang
2
Lustig, Hanno
2
Nieuwerburgh, Stijn van
2
Obstfeld, Maurice
2
Xiaolan, Mindy Zhang
2
Zhou, Haonan
2
Giuliodori, Massimo
1
Glasserman, Paul
1
Goldammer, Verena
1
Hanson, Jesper
1
Jalles, João Tovar
1
Jong, Frank de
1
Kardaras, Constantinos
1
Klaassen, Franc
1
Kou, Steven
1
Li, Libo
1
Platen, Eckhard
1
Rutkowski, Marek
1
Sandmann, Klaus
1
Schmock, Uwe
1
Slinko, Irina
1
Sondermann, Dieter
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Discussion papers / CEPR
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER Working Paper
17
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Centre for Economic Policy Research
8
Journal of financial economics
6
Finance research letters
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Journal of international economics
4
The journal of futures markets
4
Applied mathematical finance
3
Discussion paper / LSE Financial Markets Group
3
Discussion paper series / Reserve Bank of New Zealand
3
European financial management : the journal of the European Financial Management Association
3
HKIMR working paper
3
IMF working papers
3
International journal of theoretical and applied finance
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Journal of money, credit and banking : JMCB
3
Staff reports / Federal Reserve Bank of New York
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The quarterly journal of economics
3
The review of financial studies
3
Working paper
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Annual review of financial economics
2
Bank of Italy Temi di Discussione (Working Paper)
2
CAMA working paper series
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CESifo working papers
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Chicago Booth Research Paper
2
Documents de travail
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
FRB St. Louis Working Paper
2
FRB of New York Staff Report
2
IWH-Diskussionspapiere
2
International review of financial analysis
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ECONIS (ZBW)
12
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1
How do governments respond to interest rates?
Klaassen, Franc
;
Beetsma, Roel
;
Jalles, João Tovar
-
2023
Persistent link: https://www.econbiz.de/10014326931
Saved in:
2
The U.S. public debt valuation puzzle
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
-
2021
Persistent link: https://www.econbiz.de/10012505162
Saved in:
3
Manufacturing risk-free government debt
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
-
2021
Persistent link: https://www.econbiz.de/10012586820
Saved in:
4
Covered interest parity deviations : macrofinancial determinants
Cerutti, Eugenio M.
;
Obstfeld, Maurice
;
Zhou, Haonan
-
2019
Persistent link: https://www.econbiz.de/10012181308
Saved in:
5
The maturity of sovereign debt issuance in the euro area
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
-
2019
Persistent link: https://www.econbiz.de/10012161601
Saved in:
6
Covered interest parity deviations : macrofinancial determinants
Cerutti, Eugenio M.
;
Obstfeld, Maurice
;
Zhou, Haonan
-
2019
Persistent link: https://www.econbiz.de/10012195552
Saved in:
7
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
8
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
9
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
10
On finite dimensional realizations of two-country intereste rate models
Slinko, Irina
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10003955690
Saved in:
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