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~person:"Abbritti, Mirko"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Doctoral Thesis"
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Zinsstruktur
Capital income
3
Kapitaleinkommen
3
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Yield curve
3
Estimation
2
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term premium
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affine term structure
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Aufsatz in Zeitschrift
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Abbritti, Mirko
Hördahl, Peter
7
Tzavalis, Elias
7
Gupta, Rangan
6
Lustig, Hanno
6
Wohar, Mark E.
6
Wu, Chunchi
6
Goldstein, Robert S.
5
Verdelhan, Adrien
5
Wang, Junbo
5
Zhou, Hao
5
Afonso, António
4
Bansal, Ravi
4
Berardi, Andrea
4
Christensen, Jens H. E.
4
Collin-Dufresne, Pierre
4
D'Amico, Stefania
4
Guidolin, Massimo
4
Guo, Bin
4
Huang, Jing-Zhi
4
Iania, Leonardo
4
Jarrow, Robert A.
4
Monfort, Alain
4
Moreno, Antonio
4
Rebonato, Riccardo
4
Rudebusch, Glenn D.
4
Singleton, Kenneth J.
4
Taboga, Marco
4
Tristani, Oreste
4
Wickens, Michael R.
4
Zhu, Xiaoneng
4
Zinna, Gabriele
4
Almeida, Caio
3
Andreasen, Martin Møller
3
Argyropoulos, Efthymios
3
Augustin, Patrick
3
Avino, Davide
3
Azad, A. S. M. Sohel
3
Bai, Jennie
3
Balcilar, Mehmet
3
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Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
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ECONIS (ZBW)
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Downturns and changes in the yield slope
Abbritti, Mirko
;
Equiza, Juan
;
Moreno, Antonio
;
Trani, …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 673-701
Persistent link: https://www.econbiz.de/10014532378
Saved in:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
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