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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Derivative"
~subject:"Schätzung"
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Search: subject_exact:"Zinsstrukturmodell"
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Derivative
Schätzung
Yield curve
261
Zinsstruktur
261
Theorie
156
Theory
156
Option pricing theory
65
Optionspreistheorie
65
Risikoprämie
45
Risk premium
45
Stochastic process
45
Stochastischer Prozess
45
CAPM
40
Volatility
39
Volatilität
39
Estimation
34
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33
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33
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Zinsderivat
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24
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Portfolio selection
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English
52
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Chiarella, Carl
3
Platen, Eckhard
3
Schlögl, Erik
3
Bai, Jennie
2
Bakshi, Gurdip S.
2
Chernov, Mikhail
2
D'Amico, Stefania
2
Fergusson, Kevin
2
Goldstein, Robert S.
2
Joslin, Scott
2
Kimmel, Robert
2
Le, Anh
2
Nikitopoulos, Christina Sklibosios
2
Tô, Thuy-duong
2
Yang, Fan
2
Acharya, Viral V.
1
Amihud, Yakov
1
Arnold, Marc
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Backus, David
1
Bansal, Ravi
1
Bekaert, Geert
1
Bharath, Sreedhar T.
1
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1
Breach, Tomas
1
Brigo, Damiano
1
Chege Maina, Samuel
1
Cheng, Benjamin
1
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1
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1
Chung, Kee H.
1
Conrad, Jennifer S.
1
Cremers, Martijn
1
Crosby, John
1
Cuchiero, Christa
1
De Giorgi, Enrico
1
Della Corte, Pasquale
1
Downing, Chris
1
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Finance and stochastics
Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
48
Working paper / National Bureau of Economic Research, Inc.
40
NBER working paper series
39
NBER Working Paper
34
International journal of theoretical and applied finance
33
International review of economics & finance : IREF
30
Journal of international money and finance
29
Discussion paper / Centre for Economic Policy Research
28
Finance and economics discussion series
28
Journal of empirical finance
26
The journal of fixed income
26
Applied economics
25
Working paper
25
Applied economics letters
24
Applied financial economics
24
Journal of money, credit and banking : JMCB
23
International journal of finance & economics : IJFE
21
Journal of financial and quantitative analysis : JFQA
21
Finance research letters
20
Research paper series / Swiss Finance Institute
20
The journal of finance : the journal of the American Finance Association
20
Economic modelling
18
Journal of international financial markets, institutions & money
18
The journal of futures markets
17
International review of financial analysis
16
Journal of economic dynamics & control
16
The North American journal of economics and finance : a journal of financial economics studies
16
CESifo working papers
15
Discussion paper
15
Discussion papers / CEPR
15
Working paper series / European Central Bank
14
Applied mathematical finance
13
BIS working papers
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Journal of econometrics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The review of financial studies
13
Review of derivatives research
12
The European journal of finance
12
Banque de France Working Paper
11
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ECONIS (ZBW)
52
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
3
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
4
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
5
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
6
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
7
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:
8
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
Saved in:
9
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
10
The term structure and inflation uncertainty
Breach, Tomas
;
D'Amico, Stefania
;
Orphanides, Athanasios
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 388-414
Persistent link: https://www.econbiz.de/10012653048
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