//--> //--> //-->
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
~subject:"Capital income"
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:"arbitrage-free"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
Yield curve
47
Zinsstruktur
46
Option pricing theory
33
Optionspreistheorie
33
Theorie
33
Theory
31
CAPM
27
Arbitrage Pricing
22
Arbitrage pricing
22
Volatility
21
Risk premium
20
Volatilität
20
Risikoprämie
19
Geldpolitik
18
Monetary policy
18
Derivat
13
Derivative
13
Estimation
13
Schätzung
13
Option trading
10
Optionsgeschäft
10
arbitrage-free
10
arbitrage-free price
10
Public bond
9
Stochastic process
9
Stochastischer Prozess
9
affine arbitrage-free term structure model
9
Öffentliche Anleihe
9
Anleihe
8
Arbitrage
8
Black-Scholes model
8
Bond
8
Black-Scholes-Modell
7
Credit risk
7
Forecasting model
7
Inflation expectations
7
Inflationserwartung
7
Interest rate
7
Kapitaleinkommen
7
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
7
Author
All
Caldeira, João F.
1
Doorasamy, Mishelle
1
Durham, J. Benson
1
Ishii, Hokuto
1
Kaminska, Iryna
1
Liu, Zhuoshi
1
Mashoene, Mmakganya
1
Moura, Guilherme Valle
1
Rajaram, Rajendra
1
Relleen, Jon
1
Rey, Sebastián Alejandro
1
Santos, André A. P.
1
Steeley, James M.
1
Tourrucôo, Fabricio
1
Vangelista, Elisabetta
1
more ...
less ...
Published in...
All
Annals of financial economics
1
Applied financial economics
1
Economia : revista da ANPEC
1
Finance research letters
1
International journal of finance & banking studies : JJFBS
1
Journal of banking & finance
1
Staff reports / Federal Reserve Bank of New York
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A linkage between the financial and the real economy
Rey, Sebastián Alejandro
- In:
Annals of financial economics
17
(
2022
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013367641
Saved in:
2
The application of different term-structure models to estimate South African real spot rate curve
Mashoene, Mmakganya
;
Doorasamy, Mishelle
;
Rajaram, Rajendra
- In:
International journal of finance & banking studies : JJFBS
10
(
2021
)
3
,
pp. 21-36
Persistent link: https://www.econbiz.de/10012616092
Saved in:
3
Arbitrage-free
relative Nelson-Siegel model
Ishii, Hokuto
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484986
Saved in:
4
Forecasting the yield curve with the
arbitrage-free
dynamic Nelson-Siegel model : Brazilian evidence
Caldeira, João F.
;
Moura, Guilherme Valle
;
Santos, …
- In:
Economia : revista da ANPEC
17
(
2016
)
2
,
pp. 221-237
that the
arbitrage-free
Nelson-Siegel model is able to outperform all other benchmark models when longer forecasting …
Persistent link: https://www.econbiz.de/10011865707
Saved in:
5
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna
;
Liu, Zhuoshi
;
Relleen, Jon
; …
- In:
Journal of banking & finance
88
(
2018
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
Saved in:
6
Arbitrage-free
models of stocks and bonds
Durham, J. Benson
-
2013
A small but ambitious literature uses affine
arbitrage-free
models to estimate jointly U.S. Treasury term premiums and …
Persistent link: https://www.econbiz.de/10010222892
Saved in:
7
A shape-based decomposition of the yield adjustment term in the
arbitrage-free
Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->