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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Kapitaleinkommen
Schätzung
Yield curve
166
Zinsstruktur
166
Theorie
72
Theory
72
Risikoprämie
46
Risk premium
46
USA
30
United States
30
Credit risk
29
Kreditrisiko
29
CAPM
28
Capital income
26
Volatility
22
Volatilität
22
Forecasting model
18
Prognoseverfahren
18
Term structure
17
Geldpolitik
15
Monetary policy
15
Public bond
15
Öffentliche Anleihe
15
Corporate bond
14
Unternehmensanleihe
14
Interest rate
13
Zins
13
Bond
12
Estimation theory
12
Risiko
12
Risk
12
Schätztheorie
12
Anleihe
11
Derivat
11
Derivative
11
Government securities
11
Option pricing theory
11
Optionspreistheorie
11
Staatspapier
11
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51
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Aufsatz in Zeitschrift
Article in journal
51
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English
51
Author
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Diebold, Francis X.
4
Bai, Jennie
3
Goldstein, Robert S.
3
Chernov, Mikhail
2
D'Amico, Stefania
2
Joslin, Scott
2
Le, Anh
2
Li, Canlin
2
Rudebusch, Glenn D.
2
Wu, Jing Cynthia
2
Yang, Fan
2
Acharya, Viral V.
1
Amihud, Yakov
1
Aruoba, S. Borağan
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Backus, David
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bansal, Ravi
1
Bekaert, Geert
1
Bharath, Sreedhar T.
1
Boyarchenko, Nina
1
Breach, Tomas
1
Chen, Qiang
1
Chen, Ying
1
Cheridito, Patrick
1
Christensen, Bent Jesper
1
Christensen, Jens H. E.
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Conrad, Jennifer S.
1
Creal, Drew
1
Cremers, Martijn
1
Crosby, John
1
Das, Sanjiv R.
1
De Giorgi, Enrico
1
Della Corte, Pasquale
1
Downing, Chris
1
Egorov, Alexej V.
1
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Journal of econometrics
Journal of financial economics
Journal of banking & finance
43
International review of economics & finance : IREF
35
Journal of international money and finance
35
Finance research letters
34
Journal of empirical finance
29
Applied economics
27
Applied economics letters
27
The journal of fixed income
26
Applied financial economics
24
International journal of finance & economics : IJFE
24
Journal of financial and quantitative analysis : JFQA
24
Economic modelling
21
Journal of economic dynamics & control
21
The journal of finance : the journal of the American Finance Association
21
Journal of money, credit and banking : JMCB
20
The North American journal of economics and finance : a journal of financial economics studies
20
International review of financial analysis
18
Economics letters
17
Journal of international financial markets, institutions & money
17
Journal of forecasting
16
The review of financial studies
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of monetary economics
14
International journal of theoretical and applied finance
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
International journal of forecasting
12
The journal of futures markets
11
Journal of risk and financial management : JRFM
10
Research in international business and finance
10
Review of finance : journal of the European Finance Association
10
Review of quantitative finance and accounting
10
The European journal of finance
10
International journal of economics and finance
9
Journal of financial markets
9
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
8
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ECONIS (ZBW)
51
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
3
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
4
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
5
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
6
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
7
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
8
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
9
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
10
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
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