//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~subject:"Capital income"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Yield curve"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Option pricing theory
Yield curve
116
Zinsstruktur
116
Theorie
50
Theory
50
Risikoprämie
40
Risk premium
40
Estimation
30
Schätzung
30
CAPM
26
Credit risk
26
Kreditrisiko
26
Kapitaleinkommen
21
USA
19
United States
19
Volatility
15
Volatilität
15
Term structure
14
Corporate bond
13
Unternehmensanleihe
13
Geldpolitik
11
Monetary policy
11
Public bond
11
Risiko
11
Risk
11
Öffentliche Anleihe
11
Interest rate
10
Zins
10
Bond
9
Derivat
9
Derivative
9
Anleihe
8
Government securities
8
Interest rate derivative
8
Optionspreistheorie
8
Staatspapier
8
Zinsderivat
8
Business cycle
7
Credit spreads
7
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Bai, Jennie
2
Goldstein, Robert S.
2
Acharya, Viral V.
1
Amihud, Yakov
1
Backus, David
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bekaert, Geert
1
Bharath, Sreedhar T.
1
Boyarchenko, Nina
1
Chernov, Mikhail
1
Christensen, Bent Jesper
1
Christoffersen, Peter F.
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Crosby, John
1
D'Amico, Stefania
1
Ehling, Paul
1
Engstrom, Eric
1
Ermolov, Andrey
1
Filipović, Damir
1
Gallmeyer, Michael F.
1
Gao, Xiaohui
1
Goliński, Adam
1
Gonçalves, Andrei S.
1
Gourier, Elise
1
Han, Bing
1
Hansen, Jorge W.
1
Hanson, Samuel G.
1
Hasler, Michael
1
Heyerdahl-Larsen, Christian
1
Illeditsch, Philipp
1
Jacobs, Kris
1
Jones, Christopher S.
1
King, Thomas B.
1
Koijen, Ralph S. J.
1
Leippold, Markus
1
Lettau, Martin
1
Liu, Yan
1
Longstaff, Francis A.
1
more ...
less ...
Published in...
All
Journal of financial economics
International journal of theoretical and applied finance
44
Journal of banking & finance
41
NBER working paper series
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
NBER Working Paper
30
Finance and economics discussion series
26
Working paper / National Bureau of Economic Research, Inc.
26
The journal of fixed income
25
Finance research letters
24
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
19
Review of derivatives research
19
Quantitative finance
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of futures markets
18
International review of economics & finance : IREF
15
International journal of financial engineering
14
Journal of empirical finance
14
Journal of international money and finance
14
Research paper series / Swiss Finance Institute
14
Staff reports / Federal Reserve Bank of New York
13
The North American journal of economics and finance : a journal of financial economics studies
13
The review of financial studies
13
Journal of economic dynamics & control
12
Journal of financial and quantitative analysis : JFQA
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
CESifo working papers
11
Discussion paper / Centre for Economic Policy Research
11
FEDS Working Paper
11
Risks : open access journal
11
The European journal of finance
11
Working paper series / European Central Bank
11
Discussion papers / CEPR
10
Economic modelling
10
Journal of forecasting
10
The journal of finance : the journal of the American Finance Association
10
Applied economics letters
9
CREATES research paper
9
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
Saved in:
4
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:
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
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:
7
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
8
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
9
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
10
Cash flow duration and the term structure of equity returns
Weber, Michael
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 486-503
Persistent link: https://www.econbiz.de/10011981177
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->