//--> //--> //--> //-->
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:"IMF working papers"
~isPartOf:"Journal of empirical finance"
~source:"econis"
~subject:"Volatilität"
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:"Internationale Zinsdifferenz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Yield curve
177
Zinsstruktur
177
Theorie
44
Theory
44
Risikoprämie
31
Risk premium
31
Estimation
30
Schätzung
30
Public bond
28
Öffentliche Anleihe
28
Interest rate
23
Zins
23
Emerging economies
22
Schwellenländer
22
Geldpolitik
21
Monetary policy
21
USA
17
United States
17
Forecasting model
16
Prognoseverfahren
16
Public debt
14
Öffentliche Schulden
14
Capital income
13
Euro area
13
Eurozone
13
Kapitaleinkommen
13
Term structure
13
Volatility
13
Credit risk
12
EU countries
12
EU-Staaten
12
Kreditrisiko
12
Financial crisis
11
Finanzkrise
11
Country risk
10
Länderrisiko
10
Exchange rate
9
Wechselkurs
9
Welt
9
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Chang, Li-Han
1
Chen, Tsung-Kang
1
Chen, Wei-Lun
1
Chen, Ying
1
Cheng, Hung-Wen
1
Gospodinov, Nikolaj
1
Hambuckers, Julien
1
Han, Qian
1
Jamali, Ibrahim
1
Kaminska, Iryna
1
Liaob, Hsien-Hsing
1
Lo, Chien-Ling
1
Maio, Paulo
1
Mixon, Scott
1
Niu, Linlin
1
Roberts-Sklar, Matt
1
Schotman, Peter C.
1
Taamouti, Abderrahim
1
Tsai, Jeffrey Tzuhao
1
Ulm, Maren
1
Yang, Ge
1
Yin, Ximing
1
Yung, Julieta
1
Zeng, Ming
1
Zoubi, Haitham al-
1
more ...
less ...
Published in...
All
IMF working papers
Journal of empirical finance
Journal of banking & finance
24
The journal of futures markets
24
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
14
The review of financial studies
13
NBER Working Paper
12
Journal of international money and finance
11
Finance research letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Economic modelling
9
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Applied financial economics
8
Applied mathematical finance
8
Energy economics
7
Journal of econometrics
7
The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
7
Finance and economics discussion series
6
HWWA discussion paper
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of money, credit and banking : JMCB
6
Staff reports / Federal Reserve Bank of New York
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific financial markets
5
CREATES research paper
5
Finance and stochastics
5
International journal of forecasting
5
Macroeconomics and finance in emerging market economies
5
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
2
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
3
On the driving forces of real exchange rates : is the Japanese Yen different?
Maio, Paulo
;
Zeng, Ming
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477065
Saved in:
4
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
5
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Saved in:
6
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
7
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
8
Forecasting the term structure of option implied volatility : the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
Saved in:
9
Production efficiency uncertainty and corporate credit risk : structural form credit model perspectives
Chen, Tsung-Kang
;
Liaob, Hsien-Hsing
;
Chen, Wei-Lun
- In:
Journal of empirical finance
29
(
2014
),
pp. 266-280
Persistent link: https://www.econbiz.de/10011300467
Saved in:
10
The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 497-510
Persistent link: https://www.econbiz.de/10009615666
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->