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~isPartOf:"Journal of econometrics"
~subject:"Estimation"
~subject:"Geldpolitik"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Geldpolitik
Yield curve
51
Zinsstruktur
51
Theorie
23
Theory
23
Schätzung
12
Forecasting model
11
Prognoseverfahren
11
USA
11
United States
11
Estimation theory
7
Schätztheorie
7
Volatility
7
Volatilität
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Risikoprämie
6
Risk premium
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Time series analysis
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Zeitreihenanalyse
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Capital income
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Kapitaleinkommen
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Forecast
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Japan
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Monetary policy
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Nichtlineare Regression
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Nonlinear regression
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Prognose
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Public bond
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Öffentliche Anleihe
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Anleihe
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Bond
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Credit risk
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Deutschland
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EU countries
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EU-Staaten
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Government securities
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English
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Bikbov, Ruslan
2
Chernov, Mikhail
2
Aruoba, S. Borağan
1
Aït-Sahalia, Yacine
1
Chen, Qiang
1
Chen, Ying
1
Christensen, Jens H. E.
1
Creal, Drew
1
Das, Sanjiv R.
1
Diebold, Francis X.
1
Egorov, Alexej V.
1
Fan, Jianqing
1
Fulop, Andras
1
Gouriéroux, Christian
1
Granger, C. W. J.
1
Hyung, Namwon
1
Karamann, Mustafa
1
Ke, Yuan
1
Koo, Bonsoo
1
La Vecchia, Davide
1
Lengwiler, Yvan
1
Lenz, Carlos
1
Li, Haitao
1
Li, Junye
1
Liao, Yuan
1
Linton, Oliver
1
Mancini, Loriano
1
Monfort, Alain
1
Ng, David Tat-chee
1
Niu, Linlin
1
Pan, Zhiyuan
1
Renne, Jean-Paul
1
Rudebusch, Glenn D.
1
Spiegel, Mark
1
Wan, Runqing
1
Wu, Jing Cynthia
1
Zheng, Xu
1
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Journal of econometrics
NBER working paper series
74
Working paper / National Bureau of Economic Research, Inc.
74
NBER Working Paper
56
Journal of banking & finance
54
Journal of international money and finance
53
Discussion paper / Centre for Economic Policy Research
52
Working paper series / European Central Bank
51
Finance and economics discussion series
49
Applied economics
40
International review of economics & finance : IREF
38
Journal of financial economics
38
Journal of money, credit and banking : JMCB
38
Applied economics letters
34
Discussion papers / CEPR
34
Working paper
33
Working papers series / Federal Reserve Bank of San Francisco
33
Journal of monetary economics
31
Economic modelling
30
Finance research letters
28
Discussion paper
27
Economics letters
27
Working papers / Bank for International Settlements
27
Journal of economic dynamics & control
26
Journal of empirical finance
26
The North American journal of economics and finance : a journal of financial economics studies
26
Applied financial economics
25
CESifo working papers
24
International journal of finance & economics : IJFE
24
Staff reports / Federal Reserve Bank of New York
23
Working papers / The Levy Economics Institute
23
The journal of fixed income
22
Journal of international financial markets, institutions & money
21
Research paper series / Swiss Finance Institute
21
ECB Working Paper
20
Staff working paper / Bank of Canada
20
IMF working papers
19
Journal of financial and quantitative analysis : JFQA
19
BIS working papers
18
CAMA working paper series
18
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
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
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:
4
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:
5
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
6
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
Saved in:
7
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
8
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
9
Adaptive dynamic Nelson–Siegel term structure model with applications
Chen, Ying
;
Niu, Linlin
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10010379478
Saved in:
10
Monetary policy regimes and the term structure of interest rates
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10009737236
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