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~isPartOf:"Journal of banking & finance"
~subject:"Theory"
~subject:"United States"
~subject:"Yield curve"
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Search: subject_exact:"Markovscher Prozeß"
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Yield curve
Markov chain
30
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12
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12
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9
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Alizadeh-Masoodian, Amir H.
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Angel, Gabriela F. del
1
Baldeaux, Jan
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Journal of banking & finance
European journal of operational research : EJOR
143
Journal of econometrics
75
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
International journal of production research
47
Journal of economic dynamics & control
47
Economics letters
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43
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36
International journal of theoretical and applied finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
International journal of production economics
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International journal of forecasting
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Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Finance and stochastics
26
Macroeconomic dynamics
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Computers & operations research : and their applications to problems of world concern ; an international journal
25
Working paper
25
Journal of forecasting
23
Working paper / National Bureau of Economic Research, Inc.
23
Computational economics
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Discussion paper / Centre for Economic Policy Research
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Quantitative finance
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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Journal of empirical finance
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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
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Energy economics
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Optimal reinsurance and asset allocation under regime switching
Jang, Bong-Gyu
;
Kim, Kyeong Tae
- In:
Journal of banking & finance
56
(
2015
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011488574
Saved in:
8
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
9
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
10
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
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