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~isPartOf:"Journal of financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Search: subject_exact:"LIBOR market model"
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Kapitaleinkommen
Volatilität
Yield curve
172
Zinsstruktur
172
Theorie
58
Theory
58
Risikoprämie
52
Risk premium
52
Estimation
46
Schätzung
46
Credit risk
37
Kreditrisiko
37
CAPM
29
Capital income
29
USA
26
United States
26
Public bond
25
Volatility
25
Öffentliche Anleihe
25
Geldpolitik
24
Monetary policy
24
Interest rate
23
Zins
23
Corporate bond
21
Unternehmensanleihe
21
Risiko
15
Risk
15
Term structure
15
Bond
14
Forecasting model
14
Prognoseverfahren
14
Anleihe
13
Option pricing theory
13
Optionspreistheorie
13
EU countries
11
EU-Staaten
11
Interest rate derivative
10
Zinsderivat
10
Business cycle
9
Credit spreads
9
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Undetermined
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Article
42
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42
Aufsatz in Zeitschrift
42
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English
42
Author
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Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Bai, Jennie
2
Goldstein, Robert S.
2
Gupta, Rangan
2
Jacobs, Kris
2
Wohar, Mark E.
2
Acharya, Viral V.
1
Aharon, David Y.
1
Amihud, Yakov
1
Backus, David
1
Bakshi, Gurdip S.
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Bekaert, Geert
1
Bharath, Sreedhar T.
1
Boyarchenko, Nina
1
Chau, Po-Hon
1
Chen, Carl R.
1
Chernov, Mikhail
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Christoffersen, Peter F.
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Cremers, Martijn
1
Crosby, John
1
D'Amico, Stefania
1
Della Corte, Pasquale
1
Deng, Dongya
1
Ehling, Paul
1
Engstrom, Eric
1
Ermolov, Andrey
1
Filipović, Damir
1
Fleckenstein, Matthias
1
Gallmeyer, Michael F.
1
Gandhi, Priyank
1
Gao, Xiaohui
1
Goliński, Adam
1
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Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
NBER working paper series
44
Journal of banking & finance
39
NBER Working Paper
37
Working paper / National Bureau of Economic Research, Inc.
34
Finance and economics discussion series
26
The journal of futures markets
26
Finance research letters
22
International journal of theoretical and applied finance
22
Journal of empirical finance
22
Journal of international money and finance
20
The journal of fixed income
20
The review of financial studies
18
Economics letters
17
International review of economics & finance : IREF
17
Economic modelling
16
Journal of financial and quantitative analysis : JFQA
16
Research paper series / Swiss Finance Institute
16
Discussion papers / CEPR
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Staff reports / Federal Reserve Bank of New York
14
Applied financial economics
13
CESifo working papers
13
Discussion paper / Centre for Economic Policy Research
13
Journal of econometrics
12
Working paper series / European Central Bank
12
FEDS Working Paper
11
International journal of finance & economics : IJFE
11
International review of financial analysis
11
Journal of international financial markets, institutions & money
11
The journal of finance : the journal of the American Finance Association
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Applied economics letters
10
Energy economics
10
Journal of economic dynamics & control
10
Journal of forecasting
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
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ECONIS (ZBW)
42
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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
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:
3
COVID-19 related media sentiment and the yield curve of G-7 economies
Aharon, David Y.
;
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449300
Saved in:
4
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:
5
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
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
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:
8
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:
9
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:
10
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
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