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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The review of financial studies"
~subject:"Anleihe"
~subject:"Volatility"
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Search: subject_exact:"Zinsstrukturkurve"
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Anleihe
Volatility
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122
Zinsstruktur
122
Theorie
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55
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55
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33
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Buraschi, Andrea
2
Christoffersen, Peter F.
2
Elkamhi, Redouane
2
Joslin, Scott
2
Schwartz, Eduardo S.
2
Trolle, Anders B.
2
Whelan, Paul
2
Zhao, Feng
2
Zhou, Guofu
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
The review of financial studies
Journal of banking & finance
40
NBER working paper series
28
The journal of fixed income
26
The journal of futures markets
25
Finance research letters
24
International journal of theoretical and applied finance
24
Working paper / National Bureau of Economic Research, Inc.
23
Journal of international money and finance
22
Journal of financial economics
20
NBER Working Paper
18
Economic modelling
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International review of economics & finance : IREF
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Journal of empirical finance
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Research paper series / Swiss Finance Institute
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Journal of financial and quantitative analysis : JFQA
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied financial economics
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Applied mathematical finance
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Economics letters
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International review of financial analysis
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Staff reports / Federal Reserve Bank of New York
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The North American journal of economics and finance : a journal of financial economics studies
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Working papers series / Federal Reserve Bank of San Francisco
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Emerging markets, finance and trade : EMFT
11
Journal of international financial markets, institutions & money
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Working paper
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Finance and economics discussion series
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Journal of econometrics
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Journal of money, credit and banking : JMCB
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Research in international business and finance
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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CREATES research paper
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ECONIS (ZBW)
39
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1
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Karouzakis, Nikolaos
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
2
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
3
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
4
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
5
Speculation, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
Saved in:
6
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
Saved in:
7
Subjective bond returns and belief aggregation
Buraschi, Andrea
;
Piatti, Ilaria
;
Whelan, Paul
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117
Saved in:
8
Real and nominal equilibrium yield curves
Hsu, Alex
;
Li, Erica X. N.
;
Palomino, Francisco
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1138-1158
Persistent link: https://www.econbiz.de/10012505395
Saved in:
9
Information content of aggregate implied volatility spread
Han, Bing
;
Li, Gang
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1249-1269
Persistent link: https://www.econbiz.de/10012505469
Saved in:
10
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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