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Search: subject:"Siegel"
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Subject
All
Zinsstruktur
116
Yield curve
112
Theorie
76
Theory
69
Nelson-Siegel model
64
Nelson-Siegel
50
Prognoseverfahren
48
Forecasting model
45
yield curve
38
Schätzung
33
Estimation
31
Kapitaleinkommen
31
Capital income
29
Öffentliche Anleihe
28
Public bond
27
Term structure of interest rates
23
Term structure
22
Zustandsraummodell
16
Geldpolitik
15
Monetary policy
15
Nelson and Siegel model
15
Svensson
15
term structure of interest rates
15
State space model
14
Prognose
13
Forecasting
12
Interest rate
12
Zins
12
Bayes-Statistik
11
Bayesian inference
11
Credit risk
11
Dynamic Nelson-Siegel model
11
Forecast
11
USA
11
Kreditrisiko
10
Volatility
10
Volatilität
10
Anleihe
9
Bio-Siegel
9
Bond
9
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Online availability
All
Free
174
Undetermined
74
Type of publication
All
Article
146
Book / Working Paper
145
Other
2
Type of publication (narrower categories)
All
Article in journal
96
Aufsatz in Zeitschrift
96
Working Paper
63
Graue Literatur
39
Non-commercial literature
39
Arbeitspapier
33
Article
13
Hochschulschrift
5
Festschrift
4
Thesis
4
Aufsatz im Buch
3
Book section
3
Aufsatzsammlung
1
Bibliografie
1
Conference Paper
1
Forschungsbericht
1
Konferenzschrift
1
Research Report
1
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Language
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English
182
Undetermined
76
German
26
Spanish
6
Portuguese
2
French
1
Author
All
Diebold, Francis X.
10
Krippner, Leo
8
Rudebusch, Glenn D.
8
Dijk, Dick van
7
Ravazzolo, Francesco
7
Demertzidis, Anastasios
6
Jeleskovic, Vahidin
6
Nyholm, Ken
6
Kang, Kyu Ho
5
Koopman, Siem Jan
5
Raviv, Eran
5
Vidova-Koleva, Rositsa
5
Annaert, Jan
4
Cremers, Heinz
4
Li, Canlin
4
Van Landschoot, Astrid
4
Zhang, Hairui
4
van Dijk, Dick
4
Abdymomunov, Azamat
3
Brand, Claus
3
Caldeira, João F.
3
Cao, Shuo
3
Coroneo, Laura
3
Hladíková, Hana
3
Korobilis, Dimitris
3
Laurini, Márcio Poletti
3
Lemke, Wolfgang
3
Ma, Jun
3
Mesters, Geert
3
Neto, Armênio Westin
3
Pooter, Michiel De
3
Pooter, Michiel de
3
Prasanna, Krishna
3
Radová, Jarmila
3
Santos, André A. P.
3
Schneider, Dieter
3
Schwaab, Bernd
3
Seidler, Jakub
3
Seppälä, Juha
3
Sowmya, Subramaniam
3
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Department of Economics, Waikato Management School
6
Center for Financial Studies
4
Tinbergen Instituut
4
European Central Bank
3
BANCO DE LA REPÚBLICA
2
Banco de la Republica de Colombia
2
Department of Economics, University of Pennsylvania
2
Erasmus University Rotterdam, Econometric Institute
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Frankfurt School of Finance and Management
2
Latvijas Banka
2
Princeton University Press
2
School of Economics and Management, University of Aarhus
2
Tinbergen Institute
2
Banco de España
1
Banque de France
1
Department of Accounting, Finance and Economics, Griffith Business School
1
Department of Economics, Boston College
1
Deutschland / Bundesministerium für Ernährung und Landwirtschaft / Referat 712 - Ökologischer Landbau
1
EconWPA
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Finance Discipline Group, Business School
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Magyar Nemzeti Bank (MNB)
1
Monetary Policy Committee (MPC), Bank of England
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
Norges Bank
1
Rimini Centre for Economic Analysis (RCEA)
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Suomen Pankki
1
Tagung anlässlich des 60. Geburtstags von Prof. Dr. Tilla Siegel <2004, Frankfurt, Main>
1
Türkiye Cumhuriyet Merkez Bankası
1
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Published in...
All
MPRA Paper
10
Discussion paper / Tinbergen Institute
6
ECB Working Paper
6
Journal of empirical finance
6
Tinbergen Institute Discussion Papers
6
Working Papers in Economics
6
IES Working Paper
5
Tinbergen Institute Discussion Paper
5
CFS Working Paper Series
4
Frankfurt School - Working Paper Series
4
IES working paper
4
Journal of economic dynamics & control
4
Asia-Pacific journal of financial studies
3
Economics Letters
3
International Econometric Review (IER)
3
International review of economics & finance : IREF
3
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
3
Journal of banking & finance
3
Working Paper Series / European Central Bank
3
Applied Mathematical Finance
2
BORRADORES DE ECONOMIA
2
Beiträge der Hochschule Pforzheim
2
Betriebswirtschaftliche Schriften
2
Borradores de Economia
2
CFS Working Paper
2
CREATES Research Papers
2
Czech Journal of Economics and Finance (Finance a uver)
2
Econometric Institute Report
2
Econometric Institute Research Papers
2
Economic modelling
2
Economics letters
2
European Financial and Accounting Journal
2
Finance research letters
2
Insurance / Mathematics & economics
2
International Journal of Sustainable Economy
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of forecasting
2
Journal of mathematical finance
2
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Source
All
ECONIS (ZBW)
144
RePEc
99
EconStor
45
BASE
3
USB Cologne (EcoSocSci)
2
Showing
61
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70
of
293
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61
Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-
Siegel
model
Çakmaklı, Cem
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012181542
Saved in:
62
The shape of sovereign yield curve in an emerging economy : do macroeconomic or external factors matter?
Ozturk, Huseyin
- In:
Empirica : journal of european economics
47
(
2020
)
1
,
pp. 83-112
Persistent link: https://www.econbiz.de/10012224170
Saved in:
63
Identification of triggers of US yield curve movements
Kučera, Adam
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012665126
Saved in:
64
Term structures of inflation expectations and real interest rates
Aruoba, S. Borağan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 542-553
Persistent link: https://www.econbiz.de/10012262493
Saved in:
65
Schwächen privater Regulierung globaler Güterketten durch
Siegel
: das Beispiel Zertifizierung chilenischer Forstprodukte durch den Forest Stewardship Council
Graf, Jakob
- In:
Zeitschrift für Wirtschafts- und Unternehmensethik : zfwu
21
(
2020
)
2
,
pp. 309-335
Persistent link: https://www.econbiz.de/10012390105
Saved in:
66
Term structure estimation with missing data : application for emerging markets
Nagy, Krisztina
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 347-360
Persistent link: https://www.econbiz.de/10012416976
Saved in:
67
Analyzing China's term structure of interest rates using VAR and Nelson-
Siegel
model
Ding, Minjie
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 242-254
Persistent link: https://www.econbiz.de/10012545676
Saved in:
68
The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong
;
Kang, Kyu Ho
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
Saved in:
69
Research on RMB exchange rate forecast based on the neural network model and the Nelson-
Siegel
model
Hua, Rui
;
Hu, Wenzhe
;
Zhao, Xiuju
- In:
Risk management : a journal of risk, crisis and disaster
22
(
2020
)
3
,
pp. 219-237
Persistent link: https://www.econbiz.de/10012297643
Saved in:
70
Cohort and value-based multi-country longevity risk management
Sherris, Michael
;
Xu, Yajing
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
2020
(
2020
)
7
,
pp. 650-676
Persistent link: https://www.econbiz.de/10012313720
Saved in:
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