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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Theory"
~subject:"Yield curve"
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Search: subject_exact:"Markovscher Prozeß"
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Yield curve
Markov chain
65
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14
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14
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12
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Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
European journal of operational research : EJOR
140
Journal of econometrics
73
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
48
International journal of production research
47
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43
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37
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34
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34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
International journal of production economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Finance and stochastics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of forecasting
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Macroeconomic dynamics
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Computational economics
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Journal of forecasting
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Econometric reviews
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
17
Discussion paper / Centre for Economic Policy Research
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Working paper / Department of Econometrics and Business Statistics, Monash University
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
International review of financial analysis
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1
Term structure of uncertainty in the macroeconomy
Borovička, Jaroslav
;
Hansen, Lars Peter
-
2016
Persistent link: https://www.econbiz.de/10011515377
Saved in:
2
Leverage dynamics without commitment
DeMarzo, Peter M.
;
He, Zhiguo
-
2016
Persistent link: https://www.econbiz.de/10011571987
Saved in:
3
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
4
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
5
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
6
Reading between the ratings : modeling residual credit risk and yield overlap
Chang, Charles
;
Fuh, Cheng-Der
;
Kao, Chu-Lan Michael
- In:
Journal of banking & finance
81
(
2017
),
pp. 114-135
Persistent link: https://www.econbiz.de/10011816428
Saved in:
7
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
8
Dynamic savings choices with disagreements
Cao, Dan Vu
;
Werning, Iván
-
2016
Persistent link: https://www.econbiz.de/10011449992
Saved in:
9
Sluggish inflation expectations : a markov chain analysis
Kocherlakota, Narayana Rao
-
2016
Persistent link: https://www.econbiz.de/10011450016
Saved in:
10
Information stages in efficient markets
AitSahlia, Farid
;
Yoon, Joon-Hui
- In:
Journal of banking & finance
69
(
2016
),
pp. 84-94
Persistent link: https://www.econbiz.de/10011635045
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