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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The journal of fixed income"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Yield curve
287
Zinsstruktur
287
Theorie
126
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126
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67
United States
67
Risikoprämie
63
Risk premium
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Option pricing theory
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Zinsderivat
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Aufsatz in Zeitschrift
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58
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Chernov, Mikhail
2
D'Amico, Stefania
2
Joslin, Scott
2
Le, Anh
2
Ullah, Wali
2
Acharya, Viral V.
1
Almeida, Caio
1
Amihud, Yakov
1
Audrino, Francesco
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1
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1
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1
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1
Cheridito, Patrick
1
Choi, Jaehyuk
1
Christensen, Bent Jesper
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Chua, Choong Tze
1
Chung, Kee H.
1
Clements, Adam
1
Conrad, Jennifer S.
1
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1
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1
Dor, Arik Ben
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1
Dynkin, Lev
1
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1
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Journal of financial economics
Journal of forecasting
The journal of fixed income
Journal of banking & finance
36
International review of economics & finance : IREF
30
Journal of international money and finance
28
Applied economics
24
Journal of empirical finance
23
Applied economics letters
22
Finance research letters
22
International journal of finance & economics : IJFE
22
Applied financial economics
21
Economic modelling
18
Journal of money, credit and banking : JMCB
18
The journal of finance : the journal of the American Finance Association
18
Journal of financial and quantitative analysis : JFQA
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The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
Journal of international financial markets, institutions & money
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
International review of financial analysis
13
Journal of econometrics
12
The review of financial studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of forecasting
9
International journal of theoretical and applied finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of applied econometrics
8
The journal of futures markets
8
Journal of monetary economics
7
Review of finance : journal of the European Finance Association
7
Review of quantitative finance and accounting
7
The European journal of finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of economics and finance
6
Journal of macroeconomics
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ECONIS (ZBW)
58
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1
The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1018-1041
Persistent link: https://www.econbiz.de/10014554059
Saved in:
2
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
3
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:
4
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
5
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
6
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:
7
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:
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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