//--> //--> //--> //-->
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
~isPartOf:"Journal of financial economics"
~subject:"Estimation"
~subject:"Volatility"
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
Sharpe ratios in term structur...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatility
Theorie
885
Theory
885
Capital income
456
Kapitaleinkommen
456
CAPM
251
Börsenkurs
239
Share price
239
USA
222
United States
222
Portfolio selection
183
Portfolio-Management
183
Schätzung
179
Risikoprämie
168
Risk premium
168
Volatilität
135
Yield curve
116
Zinsstruktur
116
Forecasting model
113
Prognoseverfahren
113
Anlageverhalten
102
Behavioural finance
102
Risk
99
Risiko
96
Capital structure
80
Kapitalstruktur
80
Asymmetric information
67
Asymmetrische Information
66
Investment Fund
63
Investmentfonds
63
Credit risk
59
Kreditrisiko
59
Aktienmarkt
57
Stock market
57
Welt
52
World
52
Ankündigungseffekt
49
Announcement effect
49
Liquidity
49
more ...
less ...
Online availability
All
Undetermined
160
Type of publication
All
Article
283
Type of publication (narrower categories)
All
Article in journal
283
Aufsatz in Zeitschrift
283
Language
All
English
283
Author
All
Bollerslev, Tim
5
Kelly, Bryan T.
5
Bali, Turan G.
4
Christoffersen, Peter F.
4
Goldstein, Robert S.
4
Jacobs, Kris
4
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Weber, Michael
4
Ang, Andrew
3
Bai, Jennie
3
Bakshi, Gurdip S.
3
Chernov, Mikhail
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Kilic, Mete
3
Li, Sophia Zhengzi
3
Lo, Andrew W.
3
Nagel, Stefan
3
Pan, Jun
3
Panageas, Stauros
3
Santa-Clara, Pedro
3
Stambaugh, Robert F.
3
Timmermann, Allan
3
Wahal, Sunil
3
Zhou, Guofu
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Baltussen, Guido
2
Bandi, Federico M.
2
Barber, Brad M.
2
Barroso, Pedro
2
Bekaert, Geert
2
Boons, Martijn
2
Booth, James R.
2
Brandt, Michael W.
2
Brown, Stephen J.
2
Campbell, John Y.
2
Chen, Joseph
2
Chung, Kee H.
2
more ...
less ...
Published in...
All
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
843
NBER working paper series
793
NBER Working Paper
722
Applied economics
581
Journal of econometrics
561
Discussion paper / Centre for Economic Policy Research
500
Economics letters
466
Finance research letters
453
Economic modelling
447
Journal of banking & finance
421
Applied economics letters
405
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
369
Working paper
354
CESifo working papers
350
Discussion paper series / IZA
349
International review of economics & finance : IREF
347
International review of financial analysis
343
Energy economics
341
Journal of empirical finance
323
Journal of international money and finance
298
Applied financial economics
290
International journal of forecasting
268
Discussion paper / Tinbergen Institute
265
The North American journal of economics and finance : a journal of financial economics studies
259
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
248
Journal of forecasting
237
Journal of economic dynamics & control
225
Journal of applied econometrics
217
Discussion papers / CEPR
216
Discussion paper
207
Journal of international financial markets, institutions & money
199
IZA Discussion Paper
197
The European journal of finance
196
Econometric reviews
184
Research in international business and finance
180
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
178
International journal of finance & economics : IJFE
176
The journal of finance : the journal of the American Finance Association
170
Finance and economics discussion series
168
more ...
less ...
Source
All
ECONIS (ZBW)
283
Showing
1
-
10
of
283
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
2
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
4
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
5
Predictive regressions with time-varying coefficients
Dangl, Thomas
;
Halling, Michael
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 157-181
Persistent link: https://www.econbiz.de/10009666666
Saved in:
6
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
7
Flow and stock effects of large-scale treasury purchases : evidence on the importance of local supply
D'Amico, Stefania
;
King, Thomas B.
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 425-448
Persistent link: https://www.econbiz.de/10009749331
Saved in:
8
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
9
Disagreement about inflation and the yield curve
Ehling, Paul
;
Gallmeyer, Michael F.
;
Heyerdahl-Larsen, …
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 459-484
Persistent link: https://www.econbiz.de/10011968936
Saved in:
10
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->