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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:"Kapitaleinkommen"
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Search: subject_exact:"Zinsstrukturmodell"
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Kapitaleinkommen
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
Schätzung
34
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33
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Zinsderivat
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24
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Derivat
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21
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18
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Zins
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Anleihe
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Corporate bond
14
Term structure
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Unternehmensanleihe
14
Portfolio selection
13
Portfolio-Management
13
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Risiko
13
Risk
13
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Bai, Jennie
2
Goldstein, Robert S.
2
Acharya, Viral V.
1
Amihud, Yakov
1
Backus, David
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bekaert, Geert
1
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1
Boyarchenko, Nina
1
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1
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1
Chung, Kee H.
1
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1
Crosby, John
1
Cuchiero, Christa
1
D'Amico, Stefania
1
Ehling, Paul
1
Engstrom, Eric
1
Ermolov, Andrey
1
Fontana, Claudio
1
Gallmeyer, Michael F.
1
Gao, Xiaohui
1
Gnoatto, Alessandro
1
Goliński, Adam
1
Gonçalves, Andrei S.
1
Han, Bing
1
Hansen, Jorge W.
1
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1
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Heyerdahl-Larsen, Christian
1
Illeditsch, Philipp
1
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1
Keller-Ressel, Martin
1
King, Thomas B.
1
Koijen, Ralph S. J.
1
Krippner, Leo
1
Lettau, Martin
1
Liu, Yan
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
NBER working paper series
33
NBER Working Paper
27
Finance and economics discussion series
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of banking & finance
18
Finance research letters
14
International review of economics & finance : IREF
12
CESifo working papers
11
Journal of international money and finance
11
Staff reports / Federal Reserve Bank of New York
11
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10
FEDS Working Paper
10
Journal of empirical finance
10
The journal of fixed income
10
Applied economics letters
9
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Journal of forecasting
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research paper series / Swiss Finance Institute
9
Journal of economic dynamics & control
8
Journal of monetary economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly journal of finance
8
CREATES research paper
7
Discussion paper
7
International journal of finance & economics : IJFE
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
ECB Working Paper
6
Economic modelling
6
Journal of international financial markets, institutions & money
6
Review of finance : journal of the European Finance Association
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Working paper in economics
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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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
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
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
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:
5
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:
6
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
7
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
8
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
Saved in:
9
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
10
Cash flow duration and the term structure of equity returns
Weber, Michael
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 486-503
Persistent link: https://www.econbiz.de/10011981177
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