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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of fixed income"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Yield curve
298
Zinsstruktur
298
Theorie
114
Theory
114
Schätzung
70
Risikoprämie
66
Risk premium
66
USA
64
United States
64
Credit risk
47
Kreditrisiko
47
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42
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39
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38
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29
Volatility
29
Volatilität
29
Bond
28
Corporate bond
28
Unternehmensanleihe
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Anleihe
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Option pricing theory
24
Optionspreistheorie
24
Geldpolitik
22
Interest rate derivative
22
Monetary policy
22
Zinsderivat
22
Derivat
19
Derivative
19
Forecasting model
18
Prognoseverfahren
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Term structure
14
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Aufsatz in Zeitschrift
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70
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Gupta, Rangan
3
Chernov, Mikhail
2
D'Amico, Stefania
2
Joslin, Scott
2
Le, Anh
2
Subramaniam, Sowmya
2
Acharya, Viral V.
1
Afonso, António
1
Almeida, Caio
1
Amihud, Yakov
1
Arghyrou, Michael Georgiou
1
Audrino, Francesco
1
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1
Bai, Jennie
1
Bakshi, Gurdip S.
1
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1
Bali, Turan G.
1
Bansal, Ravi
1
Bekaert, Geert
1
Berisha, Edmond
1
Bernard, Henry
1
Bharath, Sreedhar T.
1
Boyarchenko, Nina
1
Breach, Tomas
1
Chen, Ren-Raw
1
Cheridito, Patrick
1
Christensen, Bent Jesper
1
Chua, Choong Tze
1
Chung, Kee H.
1
Conrad, Jennifer S.
1
Coppola, Andrea
1
Cortazar, Gonzalo
1
Cremers, Martijn
1
Crosby, John
1
Cruz Rambaud, Salvador
1
Curtillet, Jean-Christophe
1
De Giorgi, Enrico
1
De Pace, Pierangelo
1
Della Corte, Pasquale
1
Dieudonné, Mathieu
1
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International journal of finance & economics : IJFE
Journal of financial economics
The journal of fixed income
Journal of banking & finance
36
International review of economics & finance : IREF
29
Journal of international money and finance
28
Applied economics
24
Journal of empirical finance
23
Applied economics letters
22
Applied financial economics
21
Economic modelling
18
Finance research letters
18
Journal of money, credit and banking : JMCB
18
The journal of finance : the journal of the American Finance Association
18
Journal of financial and quantitative analysis : JFQA
17
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
Journal of international financial markets, institutions & money
15
International review of financial analysis
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Journal of econometrics
12
The review of financial studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Economics letters
10
Journal of forecasting
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of forecasting
9
International journal of theoretical and applied finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of applied econometrics
8
The journal of futures markets
8
Journal of monetary economics
7
Review of finance : journal of the European Finance Association
7
Review of quantitative finance and accounting
7
The European journal of finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of economics and finance
6
Journal of macroeconomics
6
Journal of risk and financial management : JRFM
6
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ECONIS (ZBW)
70
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1
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
2
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
3
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
4
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:
5
Banks' holdings of and trading in government bonds
Manna, Michele
;
Nobili, Stefano
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 257-283
Persistent link: https://www.econbiz.de/10014253185
Saved in:
6
Emerging market debt and the COVID-19 pandemic : a time-frequency analysis of spreads and total returns dynamics
Gubareva, Mariya
;
Umar, Zaghum
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 112-126
Persistent link: https://www.econbiz.de/10014248114
Saved in:
7
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
8
Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691
Saved in:
9
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
10
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
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