//--> //--> //--> //-->
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
~institution:"Federal Reserve Bank of San Francisco"
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
Analytic Pricing of Volatility...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
12
Zinsstruktur
12
USA
6
United States
6
Theorie
5
Theory
5
Geldpolitik
4
Monetary policy
4
Business cycle
3
Konjunktur
3
VAR model
3
VAR-Modell
3
Forecasting model
2
Prognoseverfahren
2
1990-1997
1
ARCH model
1
ARCH-Modell
1
Bruttoinlandsprodukt
1
Capital income
1
Correlation
1
Currency option
1
Deutsche Mark
1
Deutschland
1
Devisenoption
1
Discount rate policy
1
Diskontpolitik
1
Emerging economies
1
Estimation
1
Germany
1
Government securities
1
Gross domestic product
1
Impact assessment
1
Inflation
1
Interest rate
1
Interest rate risk
1
Kapitaleinkommen
1
Korrelation
1
Macroeconometrics
1
Makroökonometrie
1
Method of moments
1
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
13
Undetermined
1
Author
All
Rudebusch, Glenn D.
7
Wu, Tao
5
Diebold, Francis X.
2
Aruoba, S. Borağan
1
Bauer, Michael Dominic
1
Duffee, Greg
1
García López, José A.
1
Piazzesi, Monika
1
Rudebusch, Glenn
1
Uribe, Martín
1
Walter, Christian
1
Yue, Vivian Z.
1
more ...
less ...
Institution
All
Federal Reserve Bank of San Francisco
National Bureau of Economic Research
338
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
242
EconWPA
106
National Bureau of Economic Research (NBER)
100
Université Paris-Dauphine (Paris IX)
98
Finance Discipline Group, Business School
84
University of Bonn, Germany
60
Institut für Schweizerisches Bankwesen <Zürich>
58
C.E.P.R. Discussion Papers
55
Society for Computational Economics - SCE
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
39
Henley Business School, University of Reading
38
School of Economics and Management, University of Aarhus
38
Centre for Analytical Finance <Århus>
35
Université Paris-Dauphine
31
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
29
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
29
Bank of Canada
23
Ekonomiska forskningsinstitutet <Stockholm>
21
Tinbergen Instituut
21
Tilburg University, Center for Economic Research
20
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
19
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
19
Swiss Finance Institute
19
Department of Economics and Business, Universitat Pompeu Fabra
18
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
18
Graduate School of Economics, Osaka University
18
International Monetary Fund
18
Center for Financial Studies
16
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
16
National Centre of Competence in Research North South <Bern>
16
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
16
Department of Economics and Related Studies, University of York
15
Banca d'Italia
14
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
14
Frankfurt School of Finance and Management
14
International Monetary Fund (IMF)
14
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
13
more ...
less ...
Published in...
All
Working papers series / Federal Reserve Bank of San Francisco
12
Working Paper Series / Federal Reserve Bank of San Francisco
1
Working paper series / Federal Reserve Bank of San Francisco, Economic Research Department
1
Source
All
ECONIS (ZBW)
13
RePEc
1
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Saved in:
2
Country spreads and emerging countries : who drives whom?
Uribe, Martín
(
contributor
);
Yue, Vivian Z.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003156375
Saved in:
3
Modeling bond yields in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003158969
Saved in:
4
Monetary policy inertia : fact or fiction?
Rudebusch, Glenn D.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003159430
Saved in:
5
The recent shift in term structure behavior from a no-arbitrage macro-finance perspective
Rudebusch, Glenn D.
(
contributor
);
Wu, Tao
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003154848
Saved in:
6
Macro factors and the affine term structure of interest rates
Wu, Tao
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686940
Saved in:
7
Monetary policy and the slope factor in empirical term structure estimations
Wu, Tao
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686948
Saved in:
8
Stylized facts on nominal term structure and business cycles : an empirical VAR study
Wu, Tao
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686954
Saved in:
9
A macro-finance model of the term structure, monetary policy, and the economy
Rudebusch, Glenn D.
(
contributor
);
Wu, Tao
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868173
Saved in:
10
The macroeconomy and the yield curve : a nonstructural analysis
Diebold, Francis X.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868248
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->