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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of fixed income"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Kapitaleinkommen
Schätzung
Yield curve
255
Zinsstruktur
255
Theorie
110
Theory
110
Risikoprämie
59
Risk premium
59
USA
59
United States
59
Credit risk
43
Kreditrisiko
43
CAPM
40
Capital income
31
Public bond
30
Öffentliche Anleihe
30
Corporate bond
27
Government securities
27
Staatspapier
27
Unternehmensanleihe
27
Bond
25
Volatility
25
Volatilität
25
Anleihe
24
Interest rate
23
Option pricing theory
23
Optionspreistheorie
23
Zins
23
Interest rate derivative
22
Zinsderivat
22
Derivat
18
Derivative
18
Geldpolitik
16
Monetary policy
16
Term structure
14
Forecasting model
13
Prognoseverfahren
13
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13
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13
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62
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Aufsatz in Zeitschrift
Article in journal
62
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English
62
Author
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Bai, Jennie
3
Goldstein, Robert S.
3
Bali, Turan G.
2
Chernov, Mikhail
2
D'Amico, Stefania
2
Joslin, Scott
2
Le, Anh
2
Yang, Fan
2
Acharya, Viral V.
1
Almeida, Caio
1
Amihud, Yakov
1
Ang, Andrew
1
Audrino, Francesco
1
Backus, David
1
Bakshi, Gurdip S.
1
Bansal, Ravi
1
Bekaert, Geert
1
Beliaeva, Natalia A.
1
Bhansali, Vineer
1
Bharath, Sreedhar T.
1
Bieri, David S.
1
Bomfim, Antúlio N.
1
Boyarchenko, Nina
1
Breach, Tomas
1
Chen, Ren-Raw
1
Cheridito, Patrick
1
Chincarni, Ludwig B.
1
Christensen, Bent Jesper
1
Chua, Choong Tze
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Conrad, Jennifer S.
1
Cremers, Martijn
1
Crosby, John
1
Curtillet, Jean-Christophe
1
De Giorgi, Enrico
1
Della Corte, Pasquale
1
Dieudonné, Mathieu
1
Dor, Arik Ben
1
Downing, Chris
1
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Journal of financial economics
The journal of fixed income
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
Applied financial economics
24
International journal of finance & economics : IJFE
24
Journal of financial and quantitative analysis : JFQA
24
Economic modelling
21
Journal of economic dynamics & control
21
The journal of finance : the journal of the American Finance Association
21
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
Journal of forecasting
16
The review of financial studies
16
Journal of econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
International journal of forecasting
12
The journal of futures markets
11
Journal of risk and financial management : JRFM
10
Research in international business and finance
10
Review of finance : journal of the European Finance Association
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
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
8
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ECONIS (ZBW)
62
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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
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:
4
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:
5
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:
6
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:
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
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:
9
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:
10
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
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