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~isPartOf:"Journal of financial economics"
~subject:"Option pricing theory"
~subject:"Term structure"
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Search: "Yield curve"
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Option pricing theory
Term structure
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
Corporate bond
13
Unternehmensanleihe
13
Geldpolitik
11
Monetary policy
11
Public bond
11
Risiko
11
Risk
11
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11
Interest rate
10
Zins
10
Bond
9
Derivat
9
Derivative
9
Anleihe
8
Government securities
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Interest rate derivative
8
Optionspreistheorie
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Staatspapier
8
Zinsderivat
8
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21
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English
21
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Chernov, Mikhail
2
Ross, Stephen A.
2
Augustin, P.
1
Backus, David
1
Bai, Jennie
1
Bakshi, Gurdip S.
1
Boyarchenko, Nina
1
Bretscher, Lorenzo
1
Chen, Hui
1
Christoffersen, Peter F.
1
Crosby, John
1
Della Corte, Pasquale
1
Eisenbach, Thomas M.
1
Filipović, Damir
1
Gao, Xiaohui
1
Goldstein, Robert S.
1
Goliński, Adam
1
Gourier, Elise
1
Han, Bing
1
Hansen, Jorge W.
1
Hsu, Alex
1
Jacobs, Kris
1
Jermann, Urban J.
1
King, Thomas B.
1
Kozhan, Roman
1
Leippold, Markus
1
Longstaff, Francis A.
1
Mancini, Loriano
1
Martin, Ian
1
Martin, W. R.
1
Mencía, Javier
1
Neuberger, Anthony
1
Ornthanalai, Chayawat
1
Santa-Clara, Pedro
1
Sarno, Lucio
1
Schmalz, Martin C.
1
Schmid, L.
1
Schneider, Paul
1
Schwartz, Eduardo S.
1
Sentana, Enrique
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Journal of financial economics
International journal of theoretical and applied finance
43
Journal of banking & finance
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Applied mathematical finance
23
The journal of computational finance
23
Finance and stochastics
18
Quantitative finance
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Journal of empirical finance
16
The journal of fixed income
15
The journal of futures markets
14
Finance research letters
13
International journal of financial engineering
13
International review of financial analysis
10
Risks : open access journal
10
Asia-Pacific financial markets
8
Journal of economic dynamics & control
8
Research paper series / Swiss Finance Institute
8
The review of financial studies
8
Insurance / Mathematics & economics
7
International review of economics & finance : IREF
7
Journal of international money and finance
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Economic modelling
6
European journal of operational research : EJOR
6
Journal of international financial markets, institutions & money
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
SpringerLink / Bücher
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper
6
Annals of financial economics
5
Discussion paper / B
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of econometrics
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
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ECONIS (ZBW)
21
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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
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:
3
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:
4
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:
5
Fiscal policy driven bond risk premia
Bretscher, Lorenzo
;
Hsu, Alex
;
Tamoni, Andrea
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 53-73
Persistent link: https://www.econbiz.de/10012631902
Saved in:
6
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:
7
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:
8
Notes on the
yield
curve
Martin, Ian
;
Ross, Stephen A.
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 689-702
Persistent link: https://www.econbiz.de/10012168673
Saved in:
9
Expectation and duration at the effective lower bound
King, Thomas B.
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 736-760
Persistent link: https://www.econbiz.de/10012169410
Saved in:
10
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
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