//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Haubrich, Joseph G."
~person:"Renne, Jean-Paul"
~person:"Singleton, Kenneth J."
~subject:"Eurozone"
~subject:"Forecasting model"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Eurozone
Forecasting model
Zinsstruktur
Yield curve
25
Theorie
14
Theory
14
Credit risk
8
Kreditrisiko
8
Estimation
7
Risikoprämie
7
Risk premium
7
Schätzung
7
USA
6
Geldpolitik
5
Monetary policy
5
United States
5
Anleihe
3
Bond
3
CAPM
3
Corporate bond
3
EU countries
3
EU-Staaten
3
Government securities
3
Option pricing theory
3
Optionspreistheorie
3
Staatspapier
3
Unternehmensanleihe
3
Credit derivative
2
Eurobond
2
Financial crisis
2
Finanzkrise
2
Kreditderivat
2
Low-interest-rate policy
2
Macro-finance term structure model
2
Niedrigzinspolitik
2
Public bond
2
contagion
2
Öffentliche Anleihe
2
1954-1998
1
1970-2005
1
1985-2007
1
1987-1996
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
25
Arbeitspapier
20
Working Paper
20
Graue Literatur
18
Non-commercial literature
18
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
25
Author
All
Haubrich, Joseph G.
Renne, Jean-Paul
Singleton, Kenneth J.
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
19
Akram, Tanweer
17
Gupta, Rangan
16
Monfort, Alain
16
Wu, Liuren
16
Umar, Zaghum
15
Wohar, Mark E.
15
Wright, Jonathan H.
15
Chen, Ren-Raw
14
Chiarella, Carl
14
Fabozzi, Frank J.
14
Gouriéroux, Christian
14
Rebonato, Riccardo
14
Thornton, Daniel L.
14
Almeida, Caio
13
Chen, Son-nan
13
Goldstein, Robert S.
13
Nowman, Kalid Ben
13
Schwartz, Eduardo S.
13
Artus, Patrick
12
Bauer, Michael D.
12
Cebula, Richard J.
12
Collin-Dufresne, Pierre
12
Filipović, Damir
12
Sarno, Lucio
12
Spencer, Peter D.
12
Tzavalis, Elias
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
Chernov, Mikhail
11
Favero, Carlo A.
11
Guidolin, Massimo
11
Ito, Takayasu
11
Kugler, Peter
11
Li, Haitao
11
Longstaff, Francis A.
11
more ...
less ...
Published in...
All
The review of financial studies
5
The journal of finance : the journal of the American Finance Association
4
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
European journal of operational research : EJOR
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of finance : journal of the European Finance Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The American economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fiscal limits and the pricing of Eurobonds
Pallara, Kevin
;
Renne, Jean-Paul
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1216-1237
Persistent link: https://www.econbiz.de/10014513919
Saved in:
2
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
3
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 348-366
Persistent link: https://www.econbiz.de/10011920515
Saved in:
4
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10011650234
Saved in:
5
A tractable interest rate model with explicit monetary policy rates
Renne, Jean-Paul
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 873-887
Persistent link: https://www.econbiz.de/10011449003
Saved in:
6
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
Saved in:
7
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
8
Decomposing euro-area sovereign spreads : credit and liquidity risks
Monfort, Alain
;
Renne, Jean-Paul
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
6
,
pp. 2103-2151
Persistent link: https://www.econbiz.de/10011287708
Saved in:
9
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
10
Risk premiums in dynamic term structure models with unspanned macro risks
Joslin, Scott
;
Priebsch, Marcel
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1197-1233
Persistent link: https://www.econbiz.de/10010373335
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->