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~isPartOf:"The journal of fixed income"
~subject:"Euro area"
~subject:"Geldpolitik"
~subject:"Theory"
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Euro area
Geldpolitik
Theory
Yield curve
140
Zinsstruktur
140
Theorie
61
USA
40
United States
40
Government securities
19
Public bond
19
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19
Risk premium
19
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Öffentliche Anleihe
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67
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67
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Durham, J. Benson
2
Fabozzi, Frank J.
2
Ho, Thomas S. Y.
2
Hodges, Stewart D.
2
Ilmanen, Antti
2
Kagraoka, Yusho
2
Liu, Sheen
2
Wu, Chunchi
2
Almeida, Caio
1
Assing, Andrew
1
Badak, Bransislav
1
Balduzzi, Pierluigi
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Chen, Ren-Raw
1
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1
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1
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1
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1
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1
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1
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1
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The journal of fixed income
NBER working paper series
134
Working paper / National Bureau of Economic Research, Inc.
124
Journal of banking & finance
109
NBER Working Paper
107
Working paper series / European Central Bank
87
Journal of international money and finance
79
Discussion paper / Centre for Economic Policy Research
71
Economics letters
63
Working paper
63
Discussion papers / CEPR
61
Journal of monetary economics
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Finance and economics discussion series
58
Journal of financial economics
57
Journal of money, credit and banking : JMCB
55
International journal of theoretical and applied finance
53
Journal of economic dynamics & control
50
CESifo working papers
49
ECB Working Paper
49
Working papers series / Federal Reserve Bank of San Francisco
48
Economic modelling
47
Applied economics
46
Finance research letters
43
Staff working paper / Bank of Canada
43
The review of financial studies
43
The journal of finance : the journal of the American Finance Association
40
Discussion paper
39
Journal of empirical finance
39
Finance and stochastics
38
IMF working papers
37
Staff reports / Federal Reserve Bank of New York
36
Applied economics letters
33
Working papers / Bank for International Settlements
33
International review of economics & finance : IREF
32
Journal of financial and quantitative analysis : JFQA
31
Working papers / The Levy Economics Institute
31
Staff working papers / Bank of England
30
The European journal of finance
30
Journal of econometrics
29
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ECONIS (ZBW)
67
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1
Are the risk-free
interest
rates
correlated with sovereign default intensities?
Kagraoka, Yusho
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 91-103
Persistent link: https://www.econbiz.de/10012251389
Saved in:
2
Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011900629
Saved in:
3
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
4
Overlooked market risk shocks : prepayment uncertainty and option-adjusted spreads
Bogin, Alexander N.
;
Polkovnichenko, Nataliya
;
Doerner, …
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 5-15
Persistent link: https://www.econbiz.de/10011684637
Saved in:
5
Prepayment option and the interest rate differential between a fixed- and floating-rate mortgage loan
Jou, Jyh-Bang
;
Lee, Tan
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011660743
Saved in:
6
A heuristic algorithm for the Heath-Jarrow-Morton model
Do, Hung
;
Tomas, Michael J.
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 94-103
Persistent link: https://www.econbiz.de/10011660784
Saved in:
7
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
8
How to deform a yield curve : the most likely deformation of a yield curve consistent with subjective views
Saroka, Ivan
;
Rebonato, Riccardo
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 30-38
Persistent link: https://www.econbiz.de/10011292824
Saved in:
9
Another view on US treasury term premiums
Durham, J. Benson
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 5-21
Persistent link: https://www.econbiz.de/10011293468
Saved in:
10
Estimation of the term structure of CDS-adjusted risk-free
interest
rates
Kagraoka, Yusho
;
Moussa, Zakaria
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 29-44
Persistent link: https://www.econbiz.de/10011660672
Saved in:
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