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~person:"Christensen, Jens H. E."
~person:"Guo, Bin"
~subject:"Zinsstruktur"
~type:"article"
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Valuation, Liquidity and Risk...
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Zinsstruktur
Yield curve
9
Anleihe
6
Bond
6
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6
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6
Theorie
5
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5
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Christensen, Jens H. E.
Guo, Bin
Akram, Tanweer
6
Rudebusch, Glenn D.
5
Umar, Zaghum
5
Andreasen, Martin Møller
4
Monfort, Alain
4
Swanson, Eric T.
4
Baghestani, Hamid
3
Barber, Joel R.
3
Carcano, Nicola
3
Chan, Kam C.
3
Fabozzi, Frank J.
3
Gupta, Rangan
3
Haan, Jakob de
3
Hale, Galina
3
López, José A.
3
McMillan, David G.
3
Rebonato, Riccardo
3
Renne, Jean-Paul
3
Schmidt, Thorsten
3
Spencer, Peter D.
3
Tamoni, Andrea
3
Verner, Robert
3
Viceira, Luis M.
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Zhou, Hao
3
Zhou, Lei
3
Zhu, Xiaoneng
3
Agliardi, Elettra
2
Agliardi, Rossella
2
Altavilla, Carlo
2
An, Yunbi
2
Anastasiou, Dimitrios
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Aoki, Yasuharu
2
Audrino, Francesco
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Balcilar, Mehmet
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Balli, Faruk
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Journal of economic dynamics & control
3
Journal of econometrics
1
Journal of empirical finance
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of finance : journal of the European Finance Association
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The quarterly journal of finance
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ECONIS (ZBW)
9
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1
Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han
;
Fan, Xiaoyun
;
Guo, Bin
;
Zhang, Wei
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
Saved in:
2
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
3
Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
4
The time-varying bond risk premia in China
Zhang, Han
;
Guo, Bin
;
Liu, Lanbiao
- In:
Journal of empirical finance
65
(
2022
),
pp. 51-76
Persistent link: https://www.econbiz.de/10013286400
Saved in:
5
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
Saved in:
6
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
7
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1639-1675
Persistent link: https://www.econbiz.de/10012694409
Saved in:
8
Is there an on-the-run premium in TIPS?
Christensen, Jens H. E.
;
López, José A.
;
Shultz, …
- In:
The quarterly journal of finance
10
(
2020
)
2
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012423565
Saved in:
9
Bond flows and liquidity : do foreigners matter?
Christensen, Jens H. E.
;
Fischer, Eric
;
Shultz, Patrick J.
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013284870
Saved in:
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