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~isPartOf:"Journal of financial economics"
~subject:"Interest rate derivative"
~subject:"Öffentliche Anleihe"
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Interest rate derivative
Öffentliche Anleihe
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
Capital income
21
Kapitaleinkommen
21
USA
19
United States
19
Volatility
15
Volatilität
15
Term structure
14
Corporate bond
13
Unternehmensanleihe
13
Geldpolitik
12
Monetary policy
12
Interest rate
11
Public bond
11
Risiko
11
Risk
11
Zins
11
Bond
9
Derivat
9
Derivative
9
Anleihe
8
Government securities
8
Option pricing theory
8
Optionspreistheorie
8
Staatspapier
8
Zinsderivat
8
Business cycle
7
Credit spreads
7
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All
Undetermined
12
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Article
18
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Article in journal
18
Aufsatz in Zeitschrift
18
Language
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English
18
Author
All
Ross, Stephen A.
2
Song, Zhaogang
2
Amin, Kaushik I.
1
Andrade, Sandro C.
1
Augustin, P.
1
Bakshi, Gurdip S.
1
Binsbergen, Jules H. van
1
Chernov, Mikhail
1
Crosby, John
1
Diamond, William F.
1
Du, Wenxin
1
Ekponon, Adelphe
1
Feldhütter, Peter
1
Filipović, Damir
1
Gao, Xiaohui
1
Grotteria, Marco
1
Gupta, Anurag
1
Hansen, Jorge W.
1
He, Zhiguo
1
Hébert, Benjamin
1
Infante, Sebastian
1
Jacobs, Kris
1
Jeanneret, Alexandre
1
Karoui, Lotfi
1
Klingler, Sven
1
Lando, David
1
Leippold, Markus
1
Li, Wenhao
1
Liu, Yan
1
Martin, Ian
1
Martin, W. R.
1
Morton, Andrew J.
1
Nagel, Stefan
1
Schmid, L.
1
Song, Dongho
1
Strømberg, Jacob
1
Subrahmanyam, Marti G.
1
Syrstad, Olav
1
Trolle, Anders B.
1
Wu, Jing Cynthia
1
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Published in...
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Journal of financial economics
Journal of international money and finance
51
Journal of banking & finance
40
The journal of fixed income
33
Working paper series / European Central Bank
31
International journal of theoretical and applied finance
30
NBER working paper series
26
Working papers / The Levy Economics Institute
25
Economic modelling
24
Finance research letters
24
ECB Working Paper
23
IMF working papers
22
Working paper / National Bureau of Economic Research, Inc.
21
Applied economics
20
International review of economics & finance : IREF
20
Discussion papers / CEPR
18
CESifo working papers
17
NBER Working Paper
17
Working paper
17
Applied economics letters
16
Journal of international financial markets, institutions & money
16
The North American journal of economics and finance : a journal of financial economics studies
16
International review of financial analysis
15
Journal of money, credit and banking : JMCB
15
The journal of computational finance
15
The journal of futures markets
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
The review of financial studies
14
Working papers / Bank for International Settlements
14
Applied financial economics
13
Discussion paper
13
Discussion paper / Centre for Economic Policy Research
13
Emerging markets review
12
The European journal of finance
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
IMF Working Paper
11
International journal of financial engineering
11
Journal of empirical finance
11
Journal of international economics
11
Quantitative finance
11
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ECONIS (ZBW)
18
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10
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18
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1
Intermediary balance sheets and the treasury yield curve
Du, Wenxin
;
Hébert, Benjamin
;
Li, Wenhao
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462645
Saved in:
2
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:
3
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
4
Risk-free
interest
rates
Binsbergen, Jules H. van
;
Diamond, William F.
; …
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013350614
Saved in:
5
Treasury inconvenience yields during the COVID-19 crisis
He, Zhiguo
;
Nagel, Stefan
;
Song, Zhaogang
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10013350623
Saved in:
6
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:
7
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
8
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
Saved in:
9
Private money creation with safe assets and term premia
Infante, Sebastian
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 828-856
Persistent link: https://www.econbiz.de/10012545736
Saved in:
10
Notes on the yield curve
Martin, W. R.
;
Ross, Stephen A.
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 669-688
Persistent link: https://www.econbiz.de/10012168669
Saved in:
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