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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Zinsstruktur"
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Search: subject_exact:"Zinsstrukturmodell"
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Zinsstruktur
Yield curve
210
Theorie
74
Theory
74
Risikoprämie
61
Risk premium
61
Estimation
47
Schätzung
47
Credit risk
44
Kreditrisiko
44
USA
34
United States
34
CAPM
33
Volatility
30
Volatilität
30
Capital income
28
Kapitaleinkommen
28
Corporate bond
22
Unternehmensanleihe
22
Interest rate
21
Term structure
21
Public bond
20
Zins
20
Öffentliche Anleihe
20
Bond
19
Interest rate derivative
19
Zinsderivat
19
Anleihe
18
Derivat
18
Derivative
18
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
15
Stochastischer Prozess
15
Forecasting model
14
Geldpolitik
14
Monetary policy
14
Prognoseverfahren
14
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14
Risk
14
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27
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Article
182
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28
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Aufsatz in Zeitschrift
184
Arbeitspapier
25
Graue Literatur
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Non-commercial literature
25
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25
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3
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English
210
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Chiarella, Carl
11
Batten, Jonathan A.
7
Platen, Eckhard
7
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Longstaff, Francis A.
4
Bai, Jennie
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Chernov, Mikhail
3
Filipović, Damir
3
Goldstein, Robert S.
3
Hogan, Warren Pat
3
Koijen, Ralph S. J.
3
Yang, Fan
3
Audrino, Francesco
2
Avino, Davide
2
Bakshi, Gurdip S.
2
Boyarchenko, Nina
2
Chege Maina, Samuel
2
Christiansen, Charlotte
2
D'Amico, Stefania
2
Della Corte, Pasquale
2
Engstrom, Eric
2
Fanelli, Viviana
2
Fang, Victor
2
Feldhütter, Peter
2
Fergusson, Kevin
2
Hsiao, Chih-ying
2
Jacobs, Kris
2
Joslin, Scott
2
Kimmel, Robert
2
King, Thomas B.
2
Le, Anh
2
Miller, Shane
2
Musti, Silvana
2
Nowman, Kalid Ben
2
Pilz, Kay Frederik
2
Realdon, Marco
2
Ross, Stephen A.
2
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International review of financial analysis
Journal of financial economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
NBER working paper series
268
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
109
Finance and economics discussion series
106
IMF working papers
105
Finance research letters
98
Working paper
96
Journal of money, credit and banking : JMCB
93
International review of economics & finance : IREF
88
Economics letters
87
The review of financial studies
85
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of monetary economics
73
Journal of empirical finance
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
68
Working papers series / Federal Reserve Bank of San Francisco
68
Applied economics letters
61
Discussion papers / CEPR
61
Discussion paper
60
Journal of financial and quantitative analysis : JFQA
60
The journal of futures markets
59
Journal of international financial markets, institutions & money
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
Finance and stochastics
51
IMF working paper
51
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ECONIS (ZBW)
210
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210
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1
The impact of macroeconomic news sentiment on interest rates
Audrino, Francesco
;
Offner, Eric A.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014543983
Saved in:
2
Analyzing credit spread changes using explainable artificial intelligence
Heger, Julia
;
Min, Aleksey
;
Zagst, Rudi
- In:
International review of financial analysis
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543984
Saved in:
3
A consumption-based term structure model of bonds and equity
Suzuki, Masataka
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543974
Saved in:
4
The shape of the treasury yield curve and commodity prices
Bayaa, Yasmeen
;
Qadan, Mahmoud
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543998
Saved in:
5
Are investment grade Sukuks decoupled from the conventional yield curve?
Trabelsi, Nader
;
Umar, Zaghum
;
Dogah, Kingsley E.
;
Xuan …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014446968
Saved in:
6
Sustainability and credit spreads in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
- In:
International review of financial analysis
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014447053
Saved in:
7
Green bond credit spreads and bank loans in China
Wang, Congcong
;
Wang, Chong
;
Long, Huaigang
;
Zaremba, Adam
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014544015
Saved in:
8
Sovereign bonds and flight to safety : implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies
Nasir, Muhammad Ali
;
Thi Ngoc Lan Le
;
Ghabri, Yosra
; …
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248967
Saved in:
9
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
10
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
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