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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"WSI-Mitteilungen : Zeitschrift des Wirtschafts- und Sozialwissenschaftlichen Instituts der Hans-Böckler-Stiftung"
~language:"eng"
~subject:"Yield curve"
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International journal of theoretical and applied finance
Journal of banking & finance
WSI-Mitteilungen : Zeitschrift des Wirtschafts- und Sozialwissenschaftlichen Instituts der Hans-Böckler-Stiftung
NBER working paper series
113
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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The journal of fixed income
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Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Discussion paper / Centre for Economic Policy Research
56
Journal of financial economics
56
Working paper
51
Journal of economic dynamics & control
49
Economics letters
47
The review of financial studies
46
Journal of international money and finance
44
Journal of money, credit and banking : JMCB
44
Working paper series / European Central Bank
42
Finance and economics discussion series
41
The journal of finance : the journal of the American Finance Association
41
Journal of empirical finance
39
Finance and stochastics
38
Journal of financial and quantitative analysis : JFQA
34
International review of economics & finance : IREF
30
Journal of econometrics
29
Journal of monetary economics
29
Applied mathematical finance
28
Finance research letters
28
Applied financial economics
27
International journal of forecasting
27
Journal of forecasting
27
Working papers series / Federal Reserve Bank of San Francisco
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Discussion paper
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ECB Working Paper
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IMF working papers
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Staff reports / Federal Reserve Bank of New York
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Applied economics
25
Discussion paper / Tinbergen Institute
25
Discussion papers / CEPR
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CESifo working papers
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International review of financial analysis
24
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
Saved in:
2
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
3
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
4
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
5
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
6
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
7
Credit spreads : an empirical analysis on the informational content of stocks, bonds, and CDS
Forte, Santiago
;
Peña Sánchez de Rivera, Juan Ignacio
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2013-2025
Persistent link: https://www.econbiz.de/10003892177
Saved in:
8
Bank behavior based on internal credit ratings of borrowers
Machauer, Achim
- In:
Journal of banking & finance
22
(
1998
)
10
,
pp. 1355-1383
Persistent link: https://www.econbiz.de/10001338694
Saved in:
9
Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 2026-2047
Persistent link: https://www.econbiz.de/10009629698
Saved in:
10
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
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