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~isPartOf:"Journal of financial economics"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Kapitaleinkommen
Schätzung
Theorie
Yield curve
115
Zinsstruktur
115
Theory
49
Risikoprämie
40
Risk premium
40
CAPM
26
Credit risk
26
Kreditrisiko
26
Capital income
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
Option pricing theory
8
Optionspreistheorie
8
Staatspapier
8
Zinsderivat
8
Business cycle
7
Credit spreads
7
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Article
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Aufsatz in Zeitschrift
Article in journal
67
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English
67
Author
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Bai, Jennie
3
Bekaert, Geert
3
Chernov, Mikhail
3
Goldstein, Robert S.
3
Longstaff, Francis A.
3
Bakshi, Gurdip S.
2
D'Amico, Stefania
2
Engstrom, Eric
2
Filipović, Damir
2
Joslin, Scott
2
Le, Anh
2
Ross, Stephen A.
2
Singleton, Kenneth J.
2
Song, Dongho
2
Wachter, Jessica
2
Yang, Fan
2
Acharya, Viral V.
1
Amihud, Yakov
1
Audrino, Francesco
1
Augustin, P.
1
Backus, David
1
Baker, Malcolm
1
Bali, Turan G.
1
Bansal, Ravi
1
Bharath, Sreedhar T.
1
Boyarchenko, Nina
1
Breach, Tomas
1
Brown, Roger H.
1
Chen, Hui
1
Cheridito, Patrick
1
Christensen, Bent Jesper
1
Christoffersen, Peter F.
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Conrad, Jennifer S.
1
Cremers, Martijn
1
Crosby, John
1
Dai, Qiang
1
De Giorgi, Enrico
1
Della Corte, Pasquale
1
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Journal of financial economics
Journal of banking & finance
110
The journal of fixed income
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
International journal of theoretical and applied finance
58
Journal of international money and finance
55
Finance research letters
49
Journal of money, credit and banking : JMCB
49
The journal of finance : the journal of the American Finance Association
48
The review of financial studies
48
Journal of economic dynamics & control
47
International review of economics & finance : IREF
46
Journal of empirical finance
46
Economics letters
45
Journal of financial and quantitative analysis : JFQA
43
Finance and stochastics
39
Applied economics
35
Applied economics letters
34
Economic modelling
33
Journal of monetary economics
33
International review of financial analysis
31
Journal of econometrics
31
Applied financial economics
30
Applied mathematical finance
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
The European journal of finance
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Journal of forecasting
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The North American journal of economics and finance : a journal of financial economics studies
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
International journal of finance & economics : IJFE
24
Journal of international financial markets, institutions & money
24
The journal of futures markets
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Review of quantitative finance and accounting
21
Review of derivatives research
18
Asia-Pacific financial markets
17
European journal of operational research : EJOR
17
Finance : revue de l'Association Française de Finance
17
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ECONIS (ZBW)
67
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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
Systematic risk, debt maturity, and the term structure of credit spreads
Chen, Hui
;
Xu, Yu
;
Yang, Jun
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 770-799
Persistent link: https://www.econbiz.de/10012693781
Saved in:
4
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:
5
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:
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
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:
9
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:
10
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
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