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~isPartOf:"Journal of financial economics"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Volatility
Yield curve
115
Zinsstruktur
115
Theorie
49
Theory
49
Risikoprämie
40
Risk premium
40
Estimation
30
Schätzung
30
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26
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Term structure
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Option pricing theory
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Optionspreistheorie
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Aufsatz in Zeitschrift
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Goldstein, Robert S.
2
Jacobs, Kris
2
Bai, Jennie
1
Bekaert, Geert
1
Christoffersen, Peter F.
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Cremers, Martijn
1
Della Corte, Pasquale
1
Ehling, Paul
1
Engstrom, Eric
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Ermolov, Andrey
1
Filipović, Damir
1
Fleckenstein, Matthias
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1
Gandhi, Priyank
1
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1
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1
Illeditsch, Philipp
1
Jones, Christopher S.
1
Joslin, Scott
1
Karoui, Lotfi
1
Koijen, Ralph S. J.
1
Konchitchki, Yaniv
1
Kozhan, Roman
1
Leippold, Markus
1
Liu, Yan
1
Mancini, Loriano
1
Mencía, Javier
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Moskowitz, Tobias J.
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Neuberger, Anthony
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Ornthanalai, Chayawat
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Sentana, Enrique
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Strømberg, Jacob
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Vrugt, Evert B.
1
Wang, Junbo
1
Wang, Yintian
1
Wu, Chunchi
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Journal of financial economics
Journal of banking & finance
24
The journal of futures markets
24
International journal of theoretical and applied finance
17
Journal of empirical finance
13
The review of financial studies
13
Journal of international money and finance
11
Economic modelling
10
Finance research letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied financial economics
8
Applied mathematical finance
8
Energy economics
7
Journal of econometrics
7
The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
7
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific financial markets
5
Finance and stochastics
5
International journal of forecasting
5
Journal of money, credit and banking : JMCB
5
Macroeconomics and finance in emerging market economies
5
Review of derivatives research
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of finance & economics : IJFE
4
Journal of economics & business
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
Research in international business and finance
4
The European journal of finance
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ECONIS (ZBW)
15
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1
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10
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15
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1
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:
2
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:
3
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:
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
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:
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
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
8
Disagreement about inflation and the yield curve
Ehling, Paul
;
Gallmeyer, Michael F.
;
Heyerdahl-Larsen, …
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 459-484
Persistent link: https://www.econbiz.de/10011968936
Saved in:
9
Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
Saved in:
10
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
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