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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of fixed income"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Yield curve
255
Zinsstruktur
255
Theorie
110
Theory
110
Risikoprämie
59
Risk premium
59
USA
59
United States
59
Schätzung
48
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43
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43
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40
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31
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Volatility
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Interest rate
23
Option pricing theory
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Optionspreistheorie
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Zins
23
Interest rate derivative
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Zinsderivat
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Derivat
18
Derivative
18
Geldpolitik
16
Monetary policy
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Term structure
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Aufsatz in Zeitschrift
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48
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English
48
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Chernov, Mikhail
2
D'Amico, Stefania
2
Joslin, Scott
2
Le, Anh
2
Acharya, Viral V.
1
Almeida, Caio
1
Amihud, Yakov
1
Audrino, Francesco
1
Backus, David
1
Bai, Jennie
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bansal, Ravi
1
Bekaert, Geert
1
Bharath, Sreedhar T.
1
Boyarchenko, Nina
1
Breach, Tomas
1
Chen, Ren-Raw
1
Cheridito, Patrick
1
Christensen, Bent Jesper
1
Chua, Choong Tze
1
Chung, Kee H.
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
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Downing, Chris
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Dynkin, Lev
1
Ehling, Paul
1
Engstrom, Eric
1
Ermolov, Andrey
1
Filipova, Kameliya
1
Filipović, Damir
1
Fleckenstein, Matthias
1
Fracassi, Cesare
1
Füss, Roland
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Journal of financial economics
The journal of fixed income
Journal of banking & finance
36
International review of economics & finance : IREF
29
Journal of international money and finance
28
Applied economics
24
Journal of empirical finance
23
Applied economics letters
22
Applied financial economics
21
International journal of finance & economics : IJFE
21
Finance research letters
18
Journal of money, credit and banking : JMCB
18
The journal of finance : the journal of the American Finance Association
18
Economic modelling
17
Journal of financial and quantitative analysis : JFQA
17
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
Journal of international financial markets, institutions & money
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International review of financial analysis
12
Journal of econometrics
12
The review of financial studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Economics letters
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 forecasting
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of applied econometrics
8
The journal of futures markets
8
Journal of monetary economics
7
Review of finance : journal of the European Finance Association
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
International journal of economics and finance
6
Journal of macroeconomics
6
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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 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:
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
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:
5
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:
6
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:
7
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:
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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