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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Search: subject_exact:"Term structure theory"
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ECONIS (ZBW)
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1
The term structure of covered interest rate parity violations
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2077-2114
Persistent link: https://www.econbiz.de/10014535645
Saved in:
2
Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
3
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
4
Ownership structure and the cost of debt : evidence from the Chinese corporate bond market
Chatterjee, Sris
;
Gu, Xian
;
Hasan, Iftekhar
;
Lu, Haitian
- In:
Journal of empirical finance
73
(
2023
),
pp. 334-348
Persistent link: https://www.econbiz.de/10014477033
Saved in:
5
On the driving forces of real exchange rates : is the Japanese Yen different?
Maio, Paulo
;
Zeng, Ming
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477065
Saved in:
6
Term premia and short rate expectations in the euro area
Berardi, Andrea
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477077
Saved in:
7
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
8
A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
70
(
2023
),
pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
Saved in:
9
Loan terms and collateral : evidence from the bilateral repo market
Auh, Jun Kyung
;
Landoni, Mattia
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 2997-3036
Persistent link: https://www.econbiz.de/10013464246
Saved in:
10
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
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