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~subject:"Geldpolitik"
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Geldpolitik
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
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
Capital income
7
Credit risk
7
Forecasting model
7
Inflation expectations
7
Inflationserwartung
7
Interest rate
7
Kapitaleinkommen
7
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Free
12
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3
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Book / Working Paper
12
Article
6
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Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
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6
Aufsatz in Zeitschrift
6
Conference paper
1
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English
18
Author
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Christensen, Jens H. E.
11
Spiegel, Mark
5
Brand, Claus
3
Goy, Gavin
3
Ceballos, Luis
2
Jarrow, Robert A.
2
Lemke, Wolfgang
2
Li, Hao
2
Romero, Damian
2
Rudebusch, Glenn D.
2
Eo, Yunjong
1
Hetland, Simon Thinggaard
1
Imakubo, Kei
1
Kang, Kyu Ho
1
Lemke, Wolfang
1
López, José A.
1
Mouabbi, Sarah
1
Nakajima, Jouchi
1
Shultz, Patrick J.
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Working papers series / Federal Reserve Bank of San Francisco
8
DNB working papers
2
Bank of Japan working paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of international money and finance
1
Review of derivatives research
1
The quarterly journal of finance
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Working paper series / European Central Bank
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ECONIS (ZBW)
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1
Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014467441
Saved in:
2
A post-pandemic new normal for interest rates in emerging bond markets? : evidence from Chile
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014533411
Saved in:
3
The natural rate of interest in the euro area : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Mouabbi, Sarah
-
2024
Persistent link: https://www.econbiz.de/10014533441
Saved in:
4
Inflation expectations, liquidity premia and global spillovers in Japanese bond markets
Christensen, Jens H. E.
;
Spiegel, Mark
-
2024
Persistent link: https://www.econbiz.de/10014533476
Saved in:
5
Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
6
Central bank credibility during COVID-19 : evidence from Japan
Christensen, Jens H. E.
;
Spiegel, Mark
-
2022
Persistent link: https://www.econbiz.de/10012807300
Saved in:
7
Natural rate chimera and bond pricing reality
Brand, Claus
;
Goy, Gavin
;
Lemke, Wolfgang
-
2021
We build a novel macro-finance model that combines a semi-structural macroeconomic module with
arbitrage-free
yield …
Persistent link: https://www.econbiz.de/10012705391
Saved in:
8
Central bank credibility during COVID-19 : evidence from Japan
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248816
Saved in:
9
Natural rate chimera and bond pricing reality
Brand, Claus
;
Goy, Gavin
;
Lemke, Wolfang
-
2020
Persistent link: https://www.econbiz.de/10012162399
Saved in:
10
Accounting for low long-term interest rates : evidence from Canada
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
;
Shultz, …
-
2020
Persistent link: https://www.econbiz.de/10012391368
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