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~isPartOf:"Journal of financial economics"
~subject:"Estimation"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
United States
Yield curve
115
Zinsstruktur
115
Theorie
49
Theory
49
Risikoprämie
40
Risk premium
40
Schätzung
30
CAPM
26
Credit risk
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Volatilität
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Zins
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Government securities
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Interest rate derivative
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Option pricing theory
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Optionspreistheorie
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Staatspapier
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Aufsatz in Zeitschrift
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47
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Longstaff, Francis A.
3
Bekaert, Geert
2
Chernov, Mikhail
2
D'Amico, Stefania
2
Della Corte, Pasquale
2
Engstrom, Eric
2
Joslin, Scott
2
Le, Anh
2
Yu, Fan
2
Acharya, Viral V.
1
Albagli, Elias
1
Amihud, Yakov
1
Amin, Kaushik I.
1
Audrino, Francesco
1
Backus, David
1
Bai, Jennie
1
Baker, Malcolm
1
Bakshi, Gurdip S.
1
Bansal, Ravi
1
Bharath, Sreedhar T.
1
Boyarchenko, Nina
1
Breach, Tomas
1
Campbell, John Y.
1
Ceballos, Luis
1
Cheridito, Patrick
1
Christensen, Bent Jesper
1
Chung, Kee H.
1
Claro, Sebastián
1
Conrad, Jennifer S.
1
Cremers, Martijn
1
Crosby, John
1
De Giorgi, Enrico
1
Downing, Chris
1
Ehling, Paul
1
Ermolov, Andrey
1
Filipova, Kameliya
1
Filipović, Damir
1
Fleckenstein, Matthias
1
Fracassi, Cesare
1
Gallmeyer, Michael F.
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Journal of financial economics
Journal of banking & finance
72
The review of financial studies
55
Journal of money, credit and banking : JMCB
47
The journal of fixed income
47
The journal of finance : the journal of the American Finance Association
44
Journal of international money and finance
43
International review of economics & finance : IREF
37
Journal of financial and quantitative analysis : JFQA
34
Applied economics
33
Applied financial economics
32
Journal of empirical finance
30
Economics letters
28
Journal of monetary economics
28
Economic modelling
27
Journal of economic dynamics & control
27
The journal of futures markets
26
Applied economics letters
24
International review of financial analysis
24
International journal of finance & economics : IJFE
23
Finance research letters
22
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of econometrics
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Journal of economics & business
19
Journal of international financial markets, institutions & money
18
International journal of forecasting
17
Journal of forecasting
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of macroeconomics
15
Review of finance : journal of the European Finance Association
15
Journal of applied econometrics
14
Review / Federal Reserve Bank of St. Louis
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The review of economics and statistics
14
Economic review
13
International journal of theoretical and applied finance
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Review of quantitative finance and accounting
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ECONIS (ZBW)
47
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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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