//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"The review of financial studies"
~subject:"Anleihe"
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:"Zinsstrukturkurve"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
Yield curve
196
Zinsstruktur
196
Theorie
93
Theory
93
USA
57
United States
57
Option pricing theory
48
Optionspreistheorie
48
Stochastic process
37
Stochastischer Prozess
37
Interest rate derivative
35
Zinsderivat
35
Volatility
30
Volatilität
30
Derivat
27
Derivative
27
Risikoprämie
27
Risk premium
27
Credit risk
26
Kreditrisiko
26
CAPM
25
Estimation
21
Schätzung
21
Interest rate
18
Zins
18
Bond
17
Swap
14
Corporate bond
12
Markov chain
12
Markov-Kette
12
Unternehmensanleihe
12
Forecasting model
11
Prognoseverfahren
11
Public bond
10
Öffentliche Anleihe
10
Capital income
9
Credit derivative
9
Estimation theory
9
Kapitaleinkommen
9
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Conference paper
1
Konferenzbeitrag
1
Language
All
English
17
Author
All
Rebonato, Riccardo
2
Andresen, Arne
1
Bauer, Michael D.
1
Benth, Fred Espen
1
Brody, Dorje C.
1
Buraschi, Andrea
1
Dai, Qiang
1
El Qalli, Yassine
1
Elliott, Robert J.
1
Ghysels, Eric
1
Gibbons, Michael R.
1
Gnoatto, Alessandro
1
Hamilton, James D.
1
Horan, Casidhe
1
Hughston, Lane P.
1
Hunter, William Curt
1
Jamieson, Barbara M.
1
Kerkhof, Franciscus Lambertus Johannes
1
Koekebakker, Steen
1
Koeze, Peter
1
Liu, Jun
1
Meier, David M.
1
Mele, Antonio
1
Mönch, Emanuel
1
Piatti, Ilaria
1
Ramaswamy, Krishna
1
Rutkowski, Marek
1
Singleton, Kenneth J.
1
Tee, Chyng Wen
1
Whelan, Paul
1
Yu, Nannan
1
Zakamulin, Valeriy
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The review of financial studies
Finance research letters
17
Journal of banking & finance
17
The journal of fixed income
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
NBER working paper series
15
Journal of international money and finance
13
Working papers series / Federal Reserve Bank of San Francisco
11
International review of economics & finance : IREF
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion papers / CEPR
9
Economic modelling
9
Journal of financial economics
8
Working paper
8
Applied economics letters
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
International review of financial analysis
7
NBER Working Paper
7
The European journal of finance
7
CREATES research paper
6
Journal of economic dynamics & control
6
Journal of international financial markets, institutions & money
6
Journal of monetary economics
6
Research in international business and finance
6
Staff reports / Federal Reserve Bank of New York
6
Working paper series / European Central Bank
6
Discussion paper
5
Economics letters
5
Finance and economics discussion series
5
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Pacific-Basin finance journal
5
Quantitative finance
5
Research paper series / Swiss Finance Institute
5
Review of finance : journal of the European Finance Association
5
Springer eBook Collection
5
Staff working paper / Bank of Canada
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Subjective bond returns and belief aggregation
Buraschi, Andrea
;
Piatti, Ilaria
;
Whelan, Paul
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117
Saved in:
2
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
3
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
Saved in:
4
Forecasting through the rearview mirror : data revisions and bond return predictability
Ghysels, Eric
;
Horan, Casidhe
;
Mönch, Emanuel
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 678-714
Persistent link: https://www.econbiz.de/10011925250
Saved in:
5
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
6
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
7
Return-predicting factors for us treasuries : on the similarity of “tents” and “bats”
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011403787
Saved in:
8
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
9
The wishart short rate model
Gnoatto, Alessandro
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706330
Saved in:
10
Recursive Bayesian estimation in forward price models implied by fair pricing
El Qalli, Yassine
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 301-333
Persistent link: https://www.econbiz.de/10008860389
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->