//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper series / Research Department, Federal Reserve Bank of Chicago"
~person:"Bai, Jennie"
~person:"Bekaert, Geert"
~person:"Chiarella, Carl"
~person:"Fergusson, Kevin"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zinsstrukturmodell"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
21
Zinsstruktur
21
Theorie
9
Theory
9
Volatility
9
Volatilität
9
Estimation
7
Schätzung
7
Stochastic process
6
Stochastischer Prozess
6
Risikoprämie
5
Risk premium
5
Option pricing theory
4
Optionspreistheorie
4
Anleihe
3
Bond
3
Capital income
3
Credit derivative
3
Credit risk
3
Erwartungsbildung
3
Estimation theory
3
Expectation formation
3
Kapitaleinkommen
3
Kreditderivat
3
Kreditrisiko
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätztheorie
3
USA
3
United States
3
1988-2004
2
Analysis
2
Arbitrage Pricing
2
Arbitrage pricing
2
CAPM
2
Corporate bond
2
Derivat
2
Derivative
2
Euler-Maruyama stochastic integral approximation
2
Großbritannien
2
more ...
less ...
Online availability
All
Free
13
Undetermined
3
Type of publication
All
Book / Working Paper
15
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
21
Author
All
Bai, Jennie
Bekaert, Geert
Chiarella, Carl
Fergusson, Kevin
Platen, Eckhard
8
Filipović, Damir
7
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Eberlein, Ernst
4
Kuttner, Kenneth N.
4
Longstaff, Francis A.
4
Marshall, David Aaron
4
Binsbergen, Jules H. van
3
Boyarchenko, Nina
3
Chernov, Mikhail
3
Goldstein, Robert S.
3
Hodrick, Robert J.
3
Kimmel, Robert
3
Koijen, Ralph S. J.
3
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Singleton, Kenneth J.
3
Teichmann, Josef
3
Yang, Fan
3
Yu, Fan
3
Bakshi, Gurdip S.
2
Björk, Tomas
2
Brace, Alan
2
Chege Maina, Samuel
2
Cheridito, Patrick
2
D'Amico, Stefania
2
Della Corte, Pasquale
2
Elliott, Robert J.
2
Engstrom, Eric
2
Fanelli, Viviana
2
Feldhütter, Peter
2
Friedman, Benjamin M.
2
Gouriéroux, Christian
2
Grasselli, Martino
2
Hsiao, Chih-ying
2
more ...
less ...
Published in...
All
Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper series / Research Department, Federal Reserve Bank of Chicago
NBER working paper series
9
NBER Working Paper
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Asia-Pacific financial markets
3
Discussion paper / Centre for Economic Policy Research
3
Finance and economics discussion series
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
International journal of theoretical and applied finance
2
Staff reports / Federal Reserve Bank of New York
2
The European journal of finance
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in Pacific Basin financial markets
1
Annals of financial economics
1
Columbia Business School Research Paper
1
Discussion papers / CEPR
1
European journal of operational research : EJOR
1
FEDS Working Paper
1
Finance and stochastics
1
Financial engineering and the Japanese markets
1
Georgetown McDonough School of Business Research Paper
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
NBER technical working paper series
1
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
1
Quantitative Finance Research Centre Research Paper
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
Review of derivatives research
1
Technical working paper / National Bureau of Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
3
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
4
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
5
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
6
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
7
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
8
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
To, Thuy-duong
-
2011
Persistent link: https://www.econbiz.de/10009564612
Saved in:
9
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
10
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->