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~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Search: "Yield curve"
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Zinsstruktur
414
Yield curve
412
USA
140
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139
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136
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136
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75
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75
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71
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71
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Mishkin, Frederic S.
11
Bekaert, Geert
9
Hamilton, James D.
9
Wu, Jing Cynthia
9
Campbell, John Y.
8
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7
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6
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6
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6
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6
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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Journal of international money and finance
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
265
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221
NBER Working Paper
211
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140
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133
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116
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ECONIS (ZBW)
415
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415
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
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