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~isPartOf:"Financial Management Association survey and synthesis series"
~isPartOf:"International review of financial analysis"
~subject:"Credit derivative"
~subject:"Forecasting model"
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Search: subject_exact:"Zinsdifferenz"
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Credit derivative
Forecasting model
Yield curve
72
Zinsstruktur
72
Risikoprämie
19
Risk premium
19
Theorie
19
Theory
19
Credit risk
18
Kreditrisiko
18
USA
14
United States
14
Estimation
13
Schätzung
13
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9
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9
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8
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8
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Kredit
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Kreditderivat
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Prognoseverfahren
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Swap
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Term structure
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Zins
7
Capital income
6
Großbritannien
6
Interest rate derivative
6
Kapitaleinkommen
6
Markov chain
6
Markov-Kette
6
Option pricing theory
6
Optionspreistheorie
6
Time series analysis
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13
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13
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Avino, Davide
2
Batten, Jonathan A.
2
Avdoulas, Christos
1
Bekiros, Stelios
1
Benbouzid, Nadia
1
Byers, S. L.
1
Gomes Filho, Romeu Braz Pereira
1
Hassapis, Christis
1
Headley, Adrian
1
Jiang, Gongyue
1
Lazar, Emese
1
Leite, André Luis da Silva
1
Leonida, Leone
1
Mallick, Sushanta Kumar
1
Matsumura, Marco Shinobu
1
Moreira, Ajax
1
Murphy, Austin
1
Nneji, Ogonna
1
Nowman, K. B.
1
Qiao, Gaoxiu
1
Tunaru, Diana
1
Varotto, Simone
1
Vicente, José Roberto
1
Vicente, José Valentim Machado
1
Yang, Jiyu
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Financial Management Association survey and synthesis series
International review of financial analysis
Journal of forecasting
24
International journal of forecasting
21
Journal of empirical finance
20
Economics letters
17
Finance and economics discussion series
17
Journal of international money and finance
17
Journal of banking & finance
16
Finance research letters
15
International review of economics & finance : IREF
15
NBER working paper series
15
NBER Working Paper
14
The journal of fixed income
13
Discussion paper / Centre for Economic Policy Research
12
Economic modelling
12
Journal of econometrics
12
Applied economics letters
11
Journal of economic dynamics & control
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of futures markets
11
Discussion paper / Tinbergen Institute
10
Staff reports / Federal Reserve Bank of New York
10
The review of financial studies
10
Applied economics
9
Applied financial economics
9
International journal of theoretical and applied finance
9
Journal of international financial markets, institutions & money
9
Journal of money, credit and banking : JMCB
9
Working paper
9
Working paper / National Bureau of Economic Research, Inc.
9
CREATES research paper
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Federal Reserve Bank of Cleveland working paper series
8
Journal of financial and quantitative analysis : JFQA
8
FEDS Working Paper
7
International journal of finance & economics : IJFE
7
Journal of applied econometrics
7
Journal of financial economics
7
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
13
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1
VIX term structure forecasting : new evidence based on the realized semi-variances
Qiao, Gaoxiu
;
Jiang, Gongyue
;
Yang, Jiyu
- In:
International review of financial analysis
82
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013431317
Saved in:
2
An empirical evaluation of alternative fundamental models of credit spreads
Murphy, Austin
;
Headley, Adrian
- In:
International review of financial analysis
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013411160
Saved in:
3
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios
;
Avdoulas, Christos
;
Hassapis, Christis
- In:
International review of financial analysis
55
(
2018
),
pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
Saved in:
4
The non-monotonic impact of bank size on their default swap spreads : cross-country evidence
Benbouzid, Nadia
;
Leonida, Leone
;
Mallick, Sushanta Kumar
- In:
International review of financial analysis
55
(
2018
),
pp. 226-240
Persistent link: https://www.econbiz.de/10012006193
Saved in:
5
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
6
Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide
;
Nneji, Ogonna
- In:
International review of financial analysis
34
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
Saved in:
7
Price discovery of credit spreads in tranquil and crisis periods
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
International review of financial analysis
30
(
2013
),
pp. 242-253
Persistent link: https://www.econbiz.de/10010461553
Saved in:
8
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
Saved in:
9
Forecasting the yield curve : a statistical model with market survey data
Leite, André Luis da Silva
;
Gomes Filho, Romeu Braz Pereira
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 108-112
Persistent link: https://www.econbiz.de/10008669495
Saved in:
10
Special issue: Credit ; aspects of credit risk
2007
Persistent link: https://www.econbiz.de/10003612681
Saved in:
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