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Risk premium
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
75
Forecasting model
51
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51
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42
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42
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Grassi, Stefano
6
Podolskij, Mark
6
Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Andreasen, Martin Møller
4
Haldrup, Niels
4
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4
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
Delle Monache, Davide
2
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2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
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2
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2
Noriega-Muro, Antonio E.
2
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1
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1
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1
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CREATES research paper
Journal of econometrics
348
Economics letters
330
International journal of forecasting
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
259
Journal of forecasting
232
NBER working paper series
211
Working paper / National Bureau of Economic Research, Inc.
200
Discussion paper / Tinbergen Institute
192
Econometric theory
192
NBER Working Paper
182
Journal of banking & finance
165
Journal of financial economics
149
Applied economics
144
Economic modelling
142
Econometric reviews
135
Working paper
126
Finance research letters
118
Journal of economic dynamics & control
114
Journal of empirical finance
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics letters
102
Journal of international money and finance
100
Discussion paper / Centre for Economic Policy Research
96
Journal of applied econometrics
94
CESifo working papers
90
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
90
International review of economics & finance : IREF
85
The review of financial studies
83
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Discussion papers / CEPR
79
Energy economics
76
International review of financial analysis
74
The journal of finance : the journal of the American Finance Association
68
Journal of international financial markets, institutions & money
65
Journal of monetary economics
65
Management science : journal of the Institute for Operations Research and the Management Sciences
65
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ECONIS (ZBW)
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1
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
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2
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
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3
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
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4
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
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5
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
6
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
7
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
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8
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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9
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
10
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
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