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~isPartOf:"Journal of financial economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Kapitaleinkommen
Yield curve
135
Zinsstruktur
135
Theorie
57
Theory
57
Risikoprämie
45
Risk premium
45
Schätzung
44
CAPM
27
Credit risk
27
Kreditrisiko
27
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26
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22
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22
Volatility
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Volatilität
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Geldpolitik
16
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Zins
14
Öffentliche Anleihe
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Derivative
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Forecasting model
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Option pricing theory
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Optionspreistheorie
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Prognoseverfahren
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8
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Aufsatz in Zeitschrift
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51
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English
51
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Bai, Jennie
3
Goldstein, Robert S.
3
Chernov, Mikhail
2
D'Amico, Stefania
2
Joslin, Scott
2
Le, Anh
2
Yang, Fan
2
Abdymomunov, Azamat
1
Acharya, Viral V.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Byoung Hark Yoo
1
Castro, Vítor
1
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1
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1
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1
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1
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1
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1
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1
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Journal of financial economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of banking & finance
43
International review of economics & finance : IREF
35
Journal of international money and finance
35
Finance research letters
34
Journal of empirical finance
29
Applied economics
27
Applied economics letters
27
The journal of fixed income
26
Applied financial economics
24
International journal of finance & economics : IJFE
24
Journal of financial and quantitative analysis : JFQA
24
Economic modelling
21
The journal of finance : the journal of the American Finance Association
21
Journal of economic dynamics & control
20
Journal of money, credit and banking : JMCB
20
The North American journal of economics and finance : a journal of financial economics studies
20
International review of financial analysis
18
Economics letters
17
Journal of international financial markets, institutions & money
17
The review of financial studies
17
Journal of forecasting
16
Journal of econometrics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of monetary economics
14
International journal of theoretical and applied finance
13
International journal of forecasting
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The journal of futures markets
11
Journal of risk and financial management : JRFM
10
Review of quantitative finance and accounting
10
The European journal of finance
10
International journal of economics and finance
9
Journal of financial markets
9
Review of finance : journal of the European Finance Association
9
Journal of applied econometrics
8
Research in international business and finance
8
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ECONIS (ZBW)
51
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1
Co-jumping of treasury yield curve rates
Baruník, Jozef
;
Fišer, Pavel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 481-506
Persistent link: https://www.econbiz.de/10014632034
Saved in:
2
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:
3
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
4
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
5
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:
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
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:
8
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:
9
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:
10
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
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