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~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"ron"
~person:"Campbell, John Y."
~person:"Joshi, Mark S."
~person:"Le, Anh"
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Search: subject_exact:"Zinsstrukturkurve"
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Yield curve
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Zinsstruktur
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Estimation
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Macro-finance term structure model
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Schätzung
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Theorie
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Theory
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1959-1983
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Campbell, John Y.
Joshi, Mark S.
Le, Anh
Longstaff, Francis A.
4
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3
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3
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Journal of financial economics
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
13
NBER working paper series
10
NBER Working Paper
8
Working paper / National Bureau of Economic Research, Inc.
8
Discussion paper series / Harvard Institute of Economic Research
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of risk
2
The American economic review
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The journal of computational finance
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Discussion paper / Centre for Economic Policy Research
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
Journal of political economy
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research paper / International Center for Financial Asset Management and Engineering
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Staff working paper / Bank of Canada
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
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The journal of finance : the journal of the American Finance Association
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The review of economic studies
1
The review of financial studies
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Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
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ECONIS (ZBW)
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Why do term structures in different currencies co-move?
Jotikasthira, Chotibhak
;
Le, Anh
;
Lundblad, Christian
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 58-83
Persistent link: https://www.econbiz.de/10011327261
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2
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
Saved in:
3
Stock returns and the term structure
Campbell, John Y.
- In:
Journal of financial economics
18
(
1987
)
2
,
pp. 373-399
Persistent link: https://www.econbiz.de/10001027896
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