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~subject:"Risikoprämie"
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Risikoprämie
Zinsstruktur
14,482
Yield curve
14,392
Theorie
5,179
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5,140
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2,531
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2,515
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2,277
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2,251
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2,216
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2,199
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2,045
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2,039
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2,038
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2,008
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1,391
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1,390
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1,298
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1,294
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1,204
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1,193
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1,171
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1,162
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1,079
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1,070
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1,057
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1,045
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929
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929
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927
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926
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898
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898
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785
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757
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686
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673
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1,082
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2,180
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Hördahl, Peter
34
D'Amico, Stefania
21
Christensen, Jens H. E.
20
Tristani, Oreste
18
Verdelhan, Adrien
18
Chernov, Mikhail
16
Goldstein, Robert S.
13
Iania, Leonardo
13
Kim, Don H.
13
Orphanides, Athanasios
13
Pericoli, Marcello
13
Singleton, Kenneth J.
13
Bekaert, Geert
12
Bernoth, Kerstin
12
Lustig, Hanno
12
Rudebusch, Glenn D.
12
Sarno, Lucio
12
Vayanos, Dimitri
12
Wei, Min
12
Bauer, Michael D.
11
Gollier, Christian
11
Remolona, Eli M.
11
Tzavalis, Elias
11
Afonso, António
10
Andreasen, Martin Møller
10
Bansal, Ravi
10
Collin-Dufresne, Pierre
10
Dai, Qiang
10
Kaminska, Iryna
10
Moessner, Richhild
10
Piazzesi, Monika
10
Zhou, Hao
10
Zinna, Gabriele
10
Backus, David
9
Berardi, Andrea
9
Boyarchenko, Nina
9
Creal, Drew
9
Dahlquist, Magnus
9
Durham, J. Benson
9
Engstrom, Eric
9
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1
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Internationaler Währungsfonds / Research Department
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Türkiye Cumhuriyet Merkez Bankası
1
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Journal of banking & finance
52
NBER working paper series
41
Journal of financial economics
40
NBER Working Paper
36
Journal of international money and finance
30
Working paper / National Bureau of Economic Research, Inc.
29
Working paper series / European Central Bank
28
Finance and economics discussion series
26
Finance research letters
24
International review of economics & finance : IREF
24
Discussion papers / CEPR
23
Journal of empirical finance
22
ECB Working Paper
21
International review of financial analysis
19
The journal of fixed income
19
Journal of international financial markets, institutions & money
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Research paper series / Swiss Finance Institute
18
CESifo working papers
17
Working papers / Bank for International Settlements
17
Discussion paper / Centre for Economic Policy Research
16
Journal of money, credit and banking : JMCB
15
Review of finance : journal of the European Finance Association
15
Staff reports / Federal Reserve Bank of New York
15
The review of financial studies
15
Working paper
15
Working papers series / Federal Reserve Bank of San Francisco
15
Journal of economic dynamics & control
14
The journal of finance : the journal of the American Finance Association
14
Discussion paper
13
IMF working papers
13
International journal of theoretical and applied finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
The quarterly journal of finance
12
Applied economics
11
Economics letters
11
Research in international business and finance
11
Journal of international economics
10
Journal of monetary economics
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Temi di discussione / Banca d'Italia
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ECONIS (ZBW)
2,192
EconStor
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1
ArchiDok
1
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1
Estimating the OIS term premium with analyst expectation surveys
Barahona, Ricardo
;
Rodríguez-Moreno, María
-
2024
Persistent link: https://www.econbiz.de/10014632124
Saved in:
2
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
3
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:
4
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:
5
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:
6
Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.
;
Zhang, Xin
-
2024
-
This version: April 4, 2024
Persistent link: https://www.econbiz.de/10014533490
Saved in:
7
The price of money: the reserves convertibility premium over the
term
structure
Nyborg, Kjell G.
;
Woschitz, Jiri
-
2024
Persistent link: https://www.econbiz.de/10014486914
Saved in:
8
Macroeconomic drivers of inflation expectations and inflation risk premia
Boeckx, Jef
;
Iania, Leonardo
;
Wauters, Joris
-
2024
no-arbitrage
term
structure
model with stochastic endpoints, separating macroeconomic variables into transitory parts and …
Persistent link: https://www.econbiz.de/10014481266
Saved in:
9
Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.
;
Zhang, Xin
-
2024
-free dynamic
term
structure
model of nominal and real bond prices that accounts for bondspecific safety premia, we find that …
Persistent link: https://www.econbiz.de/10014517711
Saved in:
10
Dynamic equity slope
Breugem, Matthijs
;
Colonnello, Stefano
;
Marfè, Roberto
; …
-
2024
Persistent link: https://www.econbiz.de/10014521078
Saved in:
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