//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zinsstrukturmodell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
150
Zinsstruktur
150
Theorie
76
Theory
76
Option pricing theory
44
Optionspreistheorie
44
Volatility
29
Volatilität
29
Stochastic process
25
Stochastischer Prozess
25
Estimation
20
Schätzung
20
Interest rate
18
Zins
18
Credit risk
17
Kreditrisiko
17
Risikoprämie
17
Risk premium
17
Interest rate derivative
16
Zinsderivat
16
Public bond
15
Öffentliche Anleihe
15
Geldpolitik
13
Monetary policy
13
Swap
13
Anleihe
11
Bond
11
CAPM
11
USA
10
United States
10
Capital income
9
Corporate bond
9
Credit derivative
9
Derivat
9
Derivative
9
Kapitaleinkommen
9
Kreditderivat
9
Unternehmensanleihe
9
Forecasting model
8
Prognoseverfahren
8
more ...
less ...
Online availability
All
Undetermined
42
Free
25
Type of publication
All
Article
125
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
125
Aufsatz in Zeitschrift
125
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Language
All
English
150
Author
All
Chiarella, Carl
11
Platen, Eckhard
8
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Eberlein, Ernst
4
Filipović, Damir
4
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Teichmann, Josef
3
Björk, Tomas
2
Brace, Alan
2
Chege Maina, Samuel
2
Fanelli, Viviana
2
Fergusson, Kevin
2
Gouriéroux, Christian
2
Grasselli, Martino
2
Gupta, Rangan
2
Holmes, Mark J.
2
Hsiao, Chih-ying
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Lange, Ronald H.
2
Lin, Shih-kuei
2
Monfort, Alain
2
Musiela, Marek
2
Musti, Silvana
2
Otero, Jesús G.
2
Pilz, Kay Frederik
2
Rogers, Leonard C. G.
2
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Tô, Thuy-duong
2
Wohar, Mark E.
2
Aharon, David Y.
1
Aihara, Shin Ichi
1
Akahori, Jirô
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The North American journal of economics and finance : a journal of financial economics studies
NBER working paper series
267
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 international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
109
Finance and economics discussion series
106
IMF working papers
105
Working paper
94
Journal of money, credit and banking : JMCB
93
Finance research letters
90
International review of economics & finance : IREF
88
Economics letters
85
The review of financial studies
84
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of empirical finance
72
Journal of monetary economics
72
International review of financial analysis
69
Applied financial economics
68
Working papers series / Federal Reserve Bank of San Francisco
68
Journal of economic dynamics & control
67
Applied economics letters
61
Discussion papers / CEPR
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
The journal of futures markets
59
Journal of international financial markets, institutions & money
58
CESifo working papers
57
ECB Working Paper
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
more ...
less ...
Source
All
ECONIS (ZBW)
150
Showing
1
-
10
of
150
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
2
Rigid payment breaking, default spread and yields of Chinese treasury bonds
Huang, Xiaoyong
;
Yu, Cong
;
Chen, Yunping
;
Jia, Fei
;
Xu, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413393
Saved in:
3
COVID-19 related media sentiment and the yield curve of G-7 economies
Aharon, David Y.
;
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449300
Saved in:
4
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Aliyu, Victoria O.
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Saved in:
5
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
6
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
7
Cross-shareholding network and corporate bond financing cost in China
Guo, Hongling
;
Sun, Yue
;
Qiu, Xuemei
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822194
Saved in:
8
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
Saved in:
9
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
Saved in:
10
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->