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~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"
~subject:"Schätzung"
~subject:"Theorie"
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Search: subject_exact:"Zinsstrukturmodell"
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Schätzung
Theorie
Yield curve
210
Zinsstruktur
210
Theory
118
Option pricing theory
47
Optionspreistheorie
47
Risikoprämie
45
Risk premium
45
CAPM
34
Estimation
34
Volatility
34
Volatilität
34
Credit risk
32
Kreditrisiko
32
Stochastic process
26
Stochastischer Prozess
26
Capital income
22
Interest rate derivative
22
Kapitaleinkommen
22
USA
22
United States
22
Zinsderivat
22
Derivat
18
Derivative
18
Bond
15
Interest rate
15
Swap
15
Zins
15
Anleihe
14
Corporate bond
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Term structure
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Unternehmensanleihe
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Public bond
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Risiko
12
Risk
12
Öffentliche Anleihe
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11
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10
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Article
123
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122
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10
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English
133
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Filipović, Damir
6
Chiarella, Carl
5
Platen, Eckhard
4
Bekaert, Geert
3
Chernov, Mikhail
3
Eberlein, Ernst
3
Longstaff, Francis A.
3
Nikitopoulos, Christina Sklibosios
3
Rutkowski, Marek
3
Singleton, Kenneth J.
3
Bakshi, Gurdip S.
2
Björk, Tomas
2
Boyarchenko, Nina
2
Brace, Alan
2
Chege Maina, Samuel
2
Cheridito, Patrick
2
D'Amico, Stefania
2
Engstrom, Eric
2
Fergusson, Kevin
2
Gouriéroux, Christian
2
Grasselli, Martino
2
Jarrow, Robert A.
2
Joslin, Scott
2
Kennedy, D. P.
2
Kimmel, Robert
2
Kou, Steven
2
Lando, David
2
Le, Anh
2
Levendorskij, Sergej Z.
2
Madan, Dilip B.
2
Monfort, Alain
2
Musiela, Marek
2
Rogers, Leonard C. G.
2
Ross, Stephen A.
2
Scaillet, Olivier
2
Schlögl, Erik
2
Song, Dongho
2
Teichmann, Josef
2
Tô, Thuy-duong
2
Yu, Fan
2
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Published in...
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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
NBER working paper series
124
Working paper / National Bureau of Economic Research, Inc.
118
Journal of banking & finance
104
NBER Working Paper
104
The journal of fixed income
72
International journal of theoretical and applied finance
57
Discussion paper / Centre for Economic Policy Research
54
Working paper
52
Finance and economics discussion series
51
Journal of international money and finance
50
The journal of finance : the journal of the American Finance Association
49
Journal of money, credit and banking : JMCB
48
Journal of economic dynamics & control
47
The review of financial studies
45
Economics letters
43
Journal of empirical finance
42
International review of economics & finance : IREF
41
Working paper series / European Central Bank
39
Finance and stochastics
38
Journal of financial and quantitative analysis : JFQA
38
Finance research letters
37
Applied economics
32
CESifo working papers
30
Discussion paper
30
Economic modelling
30
Journal of econometrics
30
Journal of monetary economics
30
Applied economics letters
29
Applied financial economics
29
Discussion papers / CEPR
29
Working papers series / Federal Reserve Bank of San Francisco
28
Applied mathematical finance
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Staff reports / Federal Reserve Bank of New York
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
International review of financial analysis
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The European journal of finance
23
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ECONIS (ZBW)
133
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133
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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
Systematic risk, debt maturity, and the term structure of credit spreads
Chen, Hui
;
Xu, Yu
;
Yang, Jun
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 770-799
Persistent link: https://www.econbiz.de/10012693781
Saved in:
3
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
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
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:
6
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
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
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
10
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
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