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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Statistics"
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Yield curve
75
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75
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42
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18
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Collin-Dufresne, Pierre
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1
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The journal of finance : the journal of the American Finance Association
Journal of banking & finance
221
The journal of fixed income
140
Journal of international money and finance
120
Journal of financial economics
115
International journal of theoretical and applied finance
111
Finance research letters
92
International review of economics & finance : IREF
89
Journal of money, credit and banking : JMCB
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73
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69
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
67
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Journal of international financial markets, institutions & money
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58
The North American journal of economics and finance : a journal of financial economics studies
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Finance and stochastics
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Journal of econometrics
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Applied mathematical finance
50
The European journal of finance
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Asia-Pacific financial markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Review of finance : journal of the European Finance Association
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Journal of international economics
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Journal of macroeconomics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of quantitative finance and accounting
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ECONIS (ZBW)
75
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1
The term structure of covered interest rate parity violations
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2077-2114
Persistent link: https://www.econbiz.de/10014535645
Saved in:
2
Loan terms and collateral : evidence from the bilateral repo market
Auh, Jun Kyung
;
Landoni, Mattia
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 2997-3036
Persistent link: https://www.econbiz.de/10013464246
Saved in:
3
Risk-sharing and the term structure of interest rates
Schneider, Andrés
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2331-2374
Persistent link: https://www.econbiz.de/10013279830
Saved in:
4
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
5
What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2045-2072
Persistent link: https://www.econbiz.de/10011764337
Saved in:
6
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
7
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
8
Term structure of consumption risk premia in the cross section of currency returns
Zviadadze, Irina
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1529-1566
Persistent link: https://www.econbiz.de/10011738906
Saved in:
9
Information in the term structure of
yield
curve
volatility
Cieślak, Anna
;
Povala, Pavol
- In:
The journal of finance : the journal of the American …
71
(
2016
)
3
,
pp. 1393-1436
Persistent link: https://www.econbiz.de/10011613566
Saved in:
10
Dividend dynamics and the term structure of dividend strips
Belo, Frederico
;
Collin-Dufresne, Pierre
;
Goldstein, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
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