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~isPartOf:"The journal of fixed income"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Risk premium"
~subject:"Volatility"
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Risk premium
Volatility
Yield curve
182
Zinsstruktur
182
Theorie
82
Theory
82
Geldpolitik
54
Monetary policy
54
USA
50
United States
50
Estimation
41
Schätzung
41
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38
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37
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37
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32
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Emerging economies
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51
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Hördahl, Peter
3
Ho, Thomas S. Y.
2
Hofmann, Boris
2
Ilmanen, Antti
2
Moessner, Richhild
2
Mohanty, M. S.
2
Shim, Ilhyock
2
Shin, Hyun Song
2
Aguilar-Argaez, Ana
1
Albagli, Elias
1
Aramonte, Sirio
1
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1
Badak, Bransislav
1
Bali, Turan G.
1
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1
Beliaeva, Natalia A.
1
Benzschawel, Terry
1
Bhanot, Karan
1
Bhattacharjee, Ranjit
1
Binici, Mahir
1
Bogin, Alexander N.
1
Carverhill, Andrew
1
Ceballos, Luis
1
Chen, Ren-Raw
1
Chernov, Mikhail
1
Claro, Sebastián
1
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1
Cornell, Bradford
1
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1
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1
Diego-Fernández, María
1
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1
Doerner, William M.
1
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1
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1
Elizondo, Rocio
1
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1
Gambacorta, Leonardo
1
Gonçalves, Franklin de O.
1
Goodman, Laurie Sharon
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The journal of fixed income
Working papers / Bank for International Settlements
NBER working paper series
72
Journal of banking & finance
65
NBER Working Paper
60
Journal of financial economics
57
Working paper / National Bureau of Economic Research, Inc.
55
Journal of international money and finance
39
Finance and economics discussion series
37
The review of financial studies
36
Journal of empirical finance
34
Finance research letters
32
International review of economics & finance : IREF
31
Working paper series / European Central Bank
31
Discussion papers / CEPR
29
International review of financial analysis
29
International journal of theoretical and applied finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Journal of economic dynamics & control
25
Journal of money, credit and banking : JMCB
25
The journal of futures markets
25
Discussion paper / Centre for Economic Policy Research
24
Economics letters
23
Journal of international financial markets, institutions & money
22
Research paper series / Swiss Finance Institute
22
The journal of finance : the journal of the American Finance Association
22
CESifo working papers
20
Discussion paper
20
Economic modelling
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Working papers series / Federal Reserve Bank of San Francisco
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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
19
Journal of financial and quantitative analysis : JFQA
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Applied economics
16
Applied financial economics
16
Research in international business and finance
16
Review of finance : journal of the European Finance Association
16
ECB Working Paper
15
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ECONIS (ZBW)
51
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1
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
2
Have the driving forces of inflation changed in advanced and emerging market economies?
Kamber, Güneş
;
Mohanty, M. S.
;
Morley, James C.
-
2020
Persistent link: https://www.econbiz.de/10012385416
Saved in:
3
Term premium dynamics and its determinants : the Mexican case
Aguilar-Argaez, Ana
;
Diego-Fernández, María
; …
-
2022
Persistent link: https://www.econbiz.de/10012888236
Saved in:
4
The term structure of carbon premia
Xia, Fan Dora
;
Zulaica, Omar
-
2022
Persistent link: https://www.econbiz.de/10013453769
Saved in:
5
Modelling yields at the lower bound through regime shifts
Hördahl, Peter
;
Tristani, Oreste
-
2019
Persistent link: https://www.econbiz.de/10012131114
Saved in:
6
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
-
2021
Persistent link: https://www.econbiz.de/10012798223
Saved in:
7
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
-
2021
Persistent link: https://www.econbiz.de/10012483506
Saved in:
8
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
-
2021
Persistent link: https://www.econbiz.de/10012483801
Saved in:
9
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
Gambacorta, Leonardo
;
Mayordomo, Sergio
;
Serena, José …
-
2020
Persistent link: https://www.econbiz.de/10012168989
Saved in:
10
Interest rate spillovers from the United States :
expectations
, term premia and macro-financial vulnerabilities
Mehrotra, Aaron N.
;
Moessner, Richhild
;
Shu, Chang
-
2019
Persistent link: https://www.econbiz.de/10012131121
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