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~isPartOf:"Journal of international money and finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Search: subject_exact:"Zinsstrukturmodell"
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Yield curve
211
Zinsstruktur
211
Theorie
97
Theory
97
Public bond
46
Öffentliche Anleihe
46
Option pricing theory
42
Optionspreistheorie
42
Risikoprämie
33
Risk premium
33
Estimation
32
Schätzung
32
Volatility
30
Volatilität
30
Geldpolitik
27
Monetary policy
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USA
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Stochastic process
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Credit risk
22
Kreditrisiko
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Anleihe
19
Bond
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Interest rate
18
Interest rate derivative
18
Zins
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Zinsderivat
18
Exchange rate
16
Wechselkurs
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Country risk
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Emerging economies
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Länderrisiko
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Japan
14
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25
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Article
186
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25
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186
Aufsatz in Zeitschrift
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25
Graue Literatur
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25
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English
211
Author
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Chiarella, Carl
11
Platen, Eckhard
8
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Eberlein, Ernst
4
Filipović, Damir
4
Gouriéroux, Christian
3
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Teichmann, Josef
3
Beetsma, Roel
2
Björk, Tomas
2
Brace, Alan
2
Chege Maina, Samuel
2
Christensen, Jens H. E.
2
End, Jan-Willem van den
2
Fanelli, Viviana
2
Fergusson, Kevin
2
Gibson, Heather D.
2
Giuliodori, Massimo
2
Grasselli, Martino
2
Haan, Leo de
2
Hall, Stephen G.
2
Hsiao, Chih-ying
2
Jarrow, Robert A.
2
Jong, Frank de
2
Kennedy, D. P.
2
Kou, Steven
2
Krol, Robert
2
MacDonald, Ronald
2
Mishkin, Frederic S.
2
Monfort, Alain
2
Musiela, Marek
2
Musti, Silvana
2
Pilz, Kay Frederik
2
Rogers, Leonard C. G.
2
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Tavlas, George S.
2
Tô, Thuy-duong
2
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Journal of international money and finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
NBER working paper series
265
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
108
Finance and economics discussion series
106
IMF working papers
105
Journal of money, credit and banking : JMCB
92
Working paper
91
Economics letters
85
International review of economics & finance : IREF
85
The review of financial studies
84
Applied economics
83
Finance research letters
80
The journal of finance : the journal of the American Finance Association
76
Economic modelling
72
Journal of monetary economics
72
Journal of empirical finance
71
Applied financial economics
68
Journal of economic dynamics & control
67
International review of financial analysis
64
Working papers series / Federal Reserve Bank of San Francisco
64
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
Discussion papers / CEPR
58
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
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ECONIS (ZBW)
211
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211
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1
Estimating shadow policy rates in a small open economy and the role of foreign factors
Fornero, Jorge
;
Kirchner, Markus
;
Molina, Carlos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451378
Saved in:
2
Asset purchases and sovereign bond spreads in the euro area during the pandemic
Blotevogel, Robert
;
Hudecz, Gergely
;
Vangelista, Elisabetta
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-40
Persistent link: https://www.econbiz.de/10014451390
Saved in:
3
How quantitative easing changes the nature of sovereign risk
Broeders, Dirk
;
Haan, Leo de
;
End, Jan-Willem van den
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478081
Saved in:
4
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
5
International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
Saved in:
6
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478224
Saved in:
7
Eurozone government bond spreads : a tale of different ECB policy regimes
Eijffinger, Sylvester C. W.
;
Pieterse-Bloem, Mary
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014478239
Saved in:
8
The long-run impact of sovereign yields on corporate yields in emerging markets
Li, Delong
;
Magud, Nicolas
;
Werner, Alejandro M.
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248777
Saved in:
9
Central bank credibility during COVID-19 : evidence from Japan
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248816
Saved in:
10
The information in joint term structures of bond yields
Meldrum, Andrew
;
Raczko, Marek
;
Spencer, Peter D.
- In:
Journal of international money and finance
134
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014304808
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