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~isPartOf:"Journal of economic dynamics & control"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Reprint"
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Search: subject_exact:"Zinsvariable Anleihe"
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Schätzung
Anleihe
12
Bond
12
Yield curve
6
Zinsstruktur
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Risikoprämie
5
Risk premium
5
Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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CAPM
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Capital income
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Option pricing theory
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Optionspreistheorie
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Stochastic delay differential equations
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Zins
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Bond risk premia
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Estimation
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Geldpolitik
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Bhatt, Vipul
1
Fan, Xiaoyun
1
Guo, Bin
1
Kishor, N. Kundan
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Ma, Jun
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Zhang, Han
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Journal of economic dynamics & control
Finance research letters
7
International review of economics & finance : IREF
7
Journal of financial economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of fixed income
7
Journal of international financial markets, institutions & money
6
Applied economics
5
Economic modelling
5
Journal of banking & finance
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Risks : open access journal
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied financial economics
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The review of financial studies
4
Applied economics letters
3
International journal of bonds and derivatives
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
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Journal of international money and finance
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economic research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
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Energy economics
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Financial markets and portfolio management
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International journal of finance & economics : IJFE
2
International journal of financial engineering
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International journal of theoretical and applied finance
2
Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Pacific-Basin finance journal
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Quantitative finance
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The Scandinavian journal of economics
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The journal of futures markets
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ECONIS (ZBW)
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Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han
;
Fan, Xiaoyun
;
Guo, Bin
;
Zhang, Wei
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
Saved in:
2
The impact of EMU on bond yield convergence : evidence from a time-varying dynamic factor model
Bhatt, Vipul
;
Kishor, N. Kundan
;
Ma, Jun
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 206-222
Persistent link: https://www.econbiz.de/10011915566
Saved in:
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