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Search: subject:"Affine Term Structure Model"
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Zinsstruktur
47
Yield curve
46
Affine term structure model
34
affine term structure model
34
Estimation
23
Schätzung
23
Risikoprämie
22
Risk premium
22
Theorie
18
Theory
18
Monetary policy
13
Geldpolitik
11
Public bond
11
essentially affine term structure model
11
Öffentliche Anleihe
11
Inflation expectations
9
Inflationserwartung
8
Interest rate
8
Nelson-Siegel model
8
Zins
8
Anleihe
7
Bond
7
Term structure of interest rates
7
forecast combination
7
inflation expectations
7
Affine Term Structure Model
6
Estimation theory
6
Inflation
6
Inflation-linked swaps
6
Schätztheorie
6
Term premia
6
Bayesian analysis
5
Bond market
5
Kalman filter
5
Rendite
5
Rentenmarkt
5
Swap
5
interest rate risk
5
macroeconomic factors
5
Capital income
4
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Online availability
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Free
60
Undetermined
27
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Book / Working Paper
62
Article
40
Other
1
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Working Paper
28
Article in journal
25
Aufsatz in Zeitschrift
25
Graue Literatur
21
Non-commercial literature
21
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19
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3
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1
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English
71
Undetermined
31
Hungarian
1
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Dewachter, Hans
11
Lyrio, Marco
11
Maes, Konstantijn
9
Meldrum, Andrew
7
Ravazzolo, Francesco
7
Dijk, Dick van
4
Grønlund, Asger Munch
4
Jørgensen, Kasper
4
Liu, Zhuoshi
4
Schupp, Fabian
4
Finlay, Richard
3
Hambur, Jonathan
3
Juneja, Januj
3
Kočenda, Evžen
3
Kučera, Adam
3
Malik, Sheheryar
3
Spencer, Peter D.
3
van Dijk, Dick
3
Argyropoulos, Efthymios
2
Barahona, Ricardo
2
Boeckx, Jef
2
Chin, Michael
2
Haque, Qazi
2
Hördahl, Peter
2
Iania, Leonardo
2
Janus, Jakub
2
Jardet, Caroline
2
Kaminska, Iryna
2
Maršál, Aleš
2
Monfort, Alain
2
Mönch, Emanuel
2
Ochoa, J. Marcelo
2
Pegoraro, Fulvio
2
Pooter, Michiel D. de
2
Pooter, Michiel de
2
Rodríguez-Moreno, María
2
Rule, Garreth R.
2
Shu, Haicheng
2
Speck, Christian
2
Spencer, Peter
2
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Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen
8
Bank of England
4
Reserve Bank of Australia
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Bank of Japan
1
Banque de France
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
European Central Bank
1
Faculteit Economie en Bedrijfskunde, Universiteit Gent
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Money Macro and Finance Research Group
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
Norges Bank
1
Society for Computational Economics - SCE
1
Society for Economic Dynamics - SED
1
Tinbergen Institute
1
Tinbergen Instituut
1
de Nederlandsche Bank
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International Economics Working Papers Series
7
Bank of England working papers
4
Journal of banking & finance
4
Staff working papers / Bank of England
3
Applied Mathematical Finance
2
Asia-Pacific Financial Markets
2
ECB Working Paper
2
Journal of Banking & Finance
2
Journal of monetary economics
2
MPRA Paper
2
NBB Working Paper
2
RBA Research Discussion Papers
2
Research discussion paper / Reserve Bank of Australia : RDP
2
Research in international business and finance
2
Tinbergen Institute Discussion Papers
2
Working Paper
2
Working paper / National Bank of Belgium / National Bank of Belgium
2
Working papers / Bank of England
2
2005 Meeting Papers
1
Applied economics letters
1
Applied mathematical finance
1
Bank of Japan Working Paper Series
1
CAMA working paper series
1
Center for Economic Studies - Discussion papers
1
Computing in Economics and Finance 2004
1
DNB Working Papers
1
Danmarks Nationalbank Working Papers
1
Deutsche Bundesbank Discussion Paper
1
Discussion paper
1
Discussion paper / Tinbergen Institute
1
Documentos ocasionales / Banco de España
1
ERIM Report Series Research in Management
1
Essays on interest rates at the lower bound
1
Estudios de Economia
1
Estudios de Economía
1
Finance and stochastics
1
HKIMR working paper
1
IES Working Paper
1
IES working paper
1
IMES Discussion Paper Series
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ECONIS (ZBW)
47
RePEc
43
EconStor
12
BASE
1
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21
Affine endeavour : estimating a joint model of the nominal and real term structures of interest rates in Australia
Hambur, Jonathan
;
Finlay, Richard
-
2018
Persistent link: https://www.econbiz.de/10013262690
Saved in:
22
The information in the joint term structures of bond yields
Meldrum, Andrew
;
Raczko, Marek
;
Spencer, Peter D.
-
2018
Persistent link: https://www.econbiz.de/10011948156
Saved in:
23
No-arbitrage pricing of GDP-linked bonds
Eguren Martin, Fernando
;
Meldrum, Andrew
;
Yan, Wen
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820248
Saved in:
24
Testing for the diffusion matrix in a continuous-time markov process model with applications to the term structure of interest rates
Li, Fuchun
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 789-822
Persistent link: https://www.econbiz.de/10012799048
Saved in:
25
Long-term foreign exchange risk premia and inflation risk
Daehwan, Kim
;
Moneta, Fabio
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013253471
Saved in:
26
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
- In:
Journal of monetary economics
124
(
2021
),
pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
Saved in:
27
The interest rate factor in commodity markets
Shu, Haicheng
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2103-2118
Persistent link: https://www.econbiz.de/10012696821
Saved in:
28
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
29
Term premium spillovers from the US to international markets
Li, Ka Fai
;
Fong, Tom
;
Ho, Ho Cheung
-
2017
Persistent link: https://www.econbiz.de/10012201268
Saved in:
30
Do bond markets find inflation targets credible? : evidence from five inflation-targeting countries
Kim, Young Min
;
Kang, Kyu Ho
;
Ka, Kook
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 66-84
Persistent link: https://www.econbiz.de/10012485697
Saved in:
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