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~language:"eng"
~person:"Andreasen, Martin Møller"
~person:"Chiarella, Carl"
~person:"Meenagh, David"
~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
109
Theory
105
Konjunktur
45
Business cycle
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Indirect Inference
41
Dynamisches Gleichgewicht
36
Neoclassical synthesis
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31
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29
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25
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21
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Andreasen, Martin Møller
Chiarella, Carl
Meenagh, David
Rudebusch, Glenn D.
17
Diebold, Francis X.
9
Krippner, Leo
8
Bhar, Ramaprasad
7
Lahiri, Kajal
7
Basso, Henrique S.
6
Swanson, Eric T.
6
Wright, Jonathan H.
6
Aksoy, Yunus
5
Caporale, Guglielmo Maria
5
Christensen, Jens H. E.
5
Thornton, Daniel L.
5
Tzavalis, Elias
5
Wu, Tao
5
Boileau, Martin
4
He, Zhiguo
4
Khorrami, Paymon
4
Kimmel, Robert
4
Li, Canlin
4
Normandin, Michel
4
Papadimitriou, Theophilos
4
Prisman, Eliezer Zeev
4
Song, Zhaogang
4
Spencer, Peter D.
4
Sørensen, Christoffer Kok
4
Afonso, António
3
Backus, David
3
Burgstaller, Johann
3
Cavallo, Eduardo A.
3
Coto-Martinez, Javier
3
Ehrmann, Michael
3
Engstrom, Eric
3
Estrella, Arturo
3
Fratzscher, Marcel
3
Gaspar, Raquel M.
3
Gkonkas, Periklēs
3
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3
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
CREATES research paper
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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ECONIS (ZBW)
19
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1
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
4
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011706202
Saved in:
5
Term structure analysis with big data
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011721059
Saved in:
6
Output and the term structure of interest rates : ways out of the jump-variable conundrum
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
; …
-
2003
Persistent link: https://www.econbiz.de/10001761884
Saved in:
7
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
8
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
9
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
10
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
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