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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Capital income"
~subject:"Interest rate"
~subject:"Risikoprämie"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Interest rate
Risikoprämie
Volatility
374
Volatilität
374
Yield curve
221
Zinsstruktur
221
Theorie
174
Theory
174
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Prokopczuk, Marcel
4
Uhrig-Homburg, Marliese
4
Wese Simen, Chardin
4
Doran, James S.
3
Li, Junye
3
Andreou, Panayiotis C.
2
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2
Chang, Eric Chieh
2
Christoffersen, Peter F.
2
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Hautsch, Nikolaus
2
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2
Kagkadis, Anastasios
2
Liu, Zhuoshi
2
Mele, Antonio
2
Moreno, Antonio
2
Obayashi, Yoshiki
2
Peterson, David R.
2
Philip, Dennis
2
Poon, Ser-Huang
2
Puigvert Gutiérrez, Josep Maria
2
Sarno, Lucio
2
Shalen, Catherine T.
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Symeonidis, Lazaros
2
Taylor, Stephen
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Tse, Yiuman
2
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2
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2
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1
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1
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1
Ahmed, Shamim
1
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1
Akram, Qaisar Farooq
1
Alexandros, Gabrielsen
1
Alizadeh-Masoodian, Amir H.
1
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Journal of banking & finance
Working paper series / European Central Bank
Finance research letters
189
International review of financial analysis
169
International review of economics & finance : IREF
160
Journal of financial economics
153
Journal of empirical finance
142
Applied economics
125
The North American journal of economics and finance : a journal of financial economics studies
122
Applied financial economics
119
Economic modelling
115
Energy economics
110
Journal of international financial markets, institutions & money
98
Applied economics letters
94
Journal of econometrics
92
Research in international business and finance
91
Journal of international money and finance
88
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
Pacific-Basin finance journal
74
Journal of risk and financial management : JRFM
71
The European journal of finance
67
Economics letters
64
The journal of finance : the journal of the American Finance Association
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
The review of financial studies
60
International journal of finance & economics : IJFE
58
International journal of forecasting
55
Journal of forecasting
55
Management science : journal of the Institute for Operations Research and the Management Sciences
55
The journal of futures markets
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Review of quantitative finance and accounting
51
Journal of economic dynamics & control
48
Journal of financial and quantitative analysis : JFQA
47
Cogent economics & finance
46
International journal of theoretical and applied finance
45
Journal of financial markets
44
The journal of fixed income
44
Investment management and financial innovations
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Quantitative finance
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ECONIS (ZBW)
214
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1
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
2
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
3
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
4
Credit spreads and state-dependent volatility : theory and empirical evidence
Perrakis, Stylianos
;
Zhong, Rui
- In:
Journal of banking & finance
55
(
2015
),
pp. 215-231
Persistent link: https://www.econbiz.de/10011379076
Saved in:
5
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
6
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
7
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
8
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
9
Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
Kalimipalli, Madhu
;
Nayak, Subhankar
;
Perez, M. Fabricio
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2969-2990
Persistent link: https://www.econbiz.de/10009777275
Saved in:
10
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
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