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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Yield curve
190
Zinsstruktur
190
Theorie
88
Theory
88
USA
61
United States
60
Risikoprämie
54
Risk premium
54
Schätzung
48
CAPM
33
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32
Kreditrisiko
32
Capital income
24
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24
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22
Volatilität
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Unternehmensanleihe
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Interest rate derivative
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Staatspapier
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Zinsderivat
17
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Zins
16
Term structure
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Bond
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Option pricing theory
13
Optionspreistheorie
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Anleihe
12
Public bond
12
Risiko
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Risk
12
Öffentliche Anleihe
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Derivat
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48
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Aufsatz in Zeitschrift
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English
48
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Singleton, Kenneth J.
3
Bansal, Ravi
2
Bekaert, Geert
2
Chernov, Mikhail
2
D'Amico, Stefania
2
Filipović, Damir
2
Joslin, Scott
2
Le, Anh
2
Marfè, Roberto
2
Acharya, Viral V.
1
Amihud, Yakov
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Backus, David
1
Bai, Jennie
1
Bakshi, Gurdip S.
1
Bharath, Sreedhar T.
1
Boudoukh, Jacob
1
Boyarchenko, Nina
1
Breach, Tomas
1
Bühler, Wolfgang
1
Cheridito, Patrick
1
Christensen, Bent Jesper
1
Chung, Kee H.
1
Conrad, Jennifer S.
1
Cremers, Martijn
1
Crosby, John
1
Dai, Qiang
1
De Giorgi, Enrico
1
Della Corte, Pasquale
1
Downing, Chris
1
Duffie, Darrell
1
Ehling, Paul
1
Engstrom, Eric
1
Ermolov, Andrey
1
Filipova, Kameliya
1
Fleckenstein, Matthias
1
Fracassi, Cesare
1
Gallmeyer, Michael F.
1
Gandhi, Priyank
1
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Journal of financial economics
The journal of finance : the journal of the American Finance Association
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 fixed income
18
Journal of financial and quantitative analysis : JFQA
17
Journal of economic dynamics & control
16
The North American journal of economics and finance : a journal of financial economics studies
16
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 business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of econometrics
12
The review of financial studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Economics letters
10
Journal of forecasting
10
Management science : journal of the Institute for Operations Research and the Management Sciences
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
Journal of applied econometrics
8
Research in international business and finance
8
Review of finance : journal of the European Finance Association
8
The journal of futures markets
8
Journal of monetary economics
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
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ECONIS (ZBW)
48
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48
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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
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:
3
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:
4
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:
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
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:
8
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
Saved in:
9
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:
10
The term structure and inflation uncertainty
Breach, Tomas
;
D'Amico, Stefania
;
Orphanides, Athanasios
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 388-414
Persistent link: https://www.econbiz.de/10012653048
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