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Kapitaleinkommen
Geldpolitik
91,399
Monetary policy
84,456
Theorie
49,744
Theory
48,637
Prognoseverfahren
41,460
Forecasting model
40,465
Zeitreihenanalyse
29,890
Time series analysis
28,869
Schätzung
17,401
Estimation
16,957
USA
15,746
United States
15,079
Zinsstruktur
14,788
Yield curve
14,570
EU-Staaten
13,031
Zentralbank
12,562
EU countries
12,518
Central bank
11,892
monetary policy
10,487
Welt
10,014
World
9,820
Inflation
9,690
Eurozone
9,245
Euro area
9,011
Finanzpolitik
8,981
Fiscal policy
8,622
Volatilität
8,442
Volatility
8,276
Finanzkrise
8,071
Financial crisis
7,967
Schätztheorie
7,665
Estimation theory
7,573
Wirkungsanalyse
7,470
Capital income
7,377
Impact assessment
7,321
Zins
7,036
Prognose
6,970
Interest rate
6,883
Börsenkurs
6,700
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2,933
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2,380
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4,277
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3,130
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4,151
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4,151
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1,188
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1,188
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1,165
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1,135
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96
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40
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14
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14
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5
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3
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2
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2
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2
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1
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English
7,360
German
31
Italian
8
French
5
Spanish
3
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Gupta, Rangan
114
McMillan, David G.
62
Pierdzioch, Christian
53
Diebold, Francis X.
51
Zaremba, Adam
46
Bollerslev, Tim
43
Wohar, Mark E.
42
Ma, Feng
39
Guidolin, Massimo
38
Wang, Yudong
37
Caporale, Guglielmo Maria
35
Zhou, Guofu
35
McAleer, Michael
34
Narayan, Paresh Kumar
33
Timmermann, Allan
33
Gil-Alaña, Luis A.
31
Bouri, Elie
28
Zhang, Yaojie
28
Campbell, John Y.
27
Bekaert, Geert
25
Lux, Thomas
23
Prokopczuk, Marcel
23
Bali, Turan G.
21
Jiang, Fuwei
21
Wright, Jonathan H.
21
Favero, Carlo A.
20
Salisu, Afees A.
20
Andersen, Torben
19
Asai, Manabu
18
Guo, Hui
18
Pesaran, M. Hashem
18
Tamoni, Andrea
18
Balcilar, Mehmet
17
Cakici, Nusret
17
Caporin, Massimiliano
17
Li, Yan
17
Zhou, Hao
17
Zhu, Xiaoneng
17
Kim, Jae H.
16
Lettau, Martin
16
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National Bureau of Economic Research
91
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Rodney L. White Center for Financial Research
5
Federal Reserve Bank of St. Louis
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Birkbeck College / Department of Economics
3
Federal Reserve Bank of San Francisco
3
The Wharton Financial Institutions Center
3
Institute of Finance and Accounting <London>
2
Waikato Management School / Department of Economics
2
American Finance Association
1
Association for Investment Management and Research
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of England
1
Centre for Analytical Finance <Århus>
1
Chambre de commerce et d'industrie de Paris
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Economics
1
Europäische Zentralbank / Task Force on Systemic Liquidity
1
Federal Reserve Bank of New York
1
Federal Reserve System / Board of Governors
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IGI Global
1
INSEAD
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
International Center for Financial Asset Management and Engineering
1
Internationaler Währungsfonds
1
Internationaler Währungsfonds / European Department <2>
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Mathematical Association of America
1
Nationalekonomiska Institutionen <Göteborg>
1
Nationalekonomiska Institutionen <Lund>
1
Rutgers University / Department of Economics
1
School of Finance and Business Economics <Perth, Western Australia>
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Canterbury / Dept. of Economics and Finance
1
University of Chicago / Center for Research in Security Prices
1
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Finance research letters
190
Journal of empirical finance
130
Journal of banking & finance
129
Journal of financial economics
125
International review of financial analysis
119
International review of economics & finance : IREF
102
International journal of forecasting
93
NBER working paper series
90
Journal of forecasting
86
Journal of econometrics
78
The North American journal of economics and finance : a journal of financial economics studies
76
Pacific-Basin finance journal
75
NBER Working Paper
71
Economic modelling
65
Working paper / National Bureau of Economic Research, Inc.
65
Applied economics
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Economics letters
52
The European journal of finance
52
Energy economics
50
Applied economics letters
49
Research in international business and finance
48
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Journal of international financial markets, institutions & money
46
Finance and economics discussion series
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of financial markets
41
Applied financial economics
40
The journal of finance : the journal of the American Finance Association
40
Working paper
40
The review of financial studies
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Quantitative finance
36
Discussion paper / Tinbergen Institute
35
Journal of financial and quantitative analysis : JFQA
35
Journal of risk and financial management : JRFM
35
Research paper series / Swiss Finance Institute
35
CREATES research paper
33
Review of quantitative finance and accounting
32
Journal of international money and finance
31
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ECONIS (ZBW)
7,376
EconStor
31
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1
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1
Modeling and forecasting the co-movement of international yield curve drivers
Sprincenatu, Maria
-
2019
Persistent link: https://www.econbiz.de/10012172917
Saved in:
2
Machine learning treasury yields
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
7
(
2020
)
1
,
pp. 1-65
Persistent link: https://www.econbiz.de/10012807008
Saved in:
3
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
Saved in:
4
Forecasting the term structure of Korean government bond yields using the Dynamic Nelson-Siegel class models
Kang, Kyu Ho
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
6
,
pp. 765-787
Persistent link: https://www.econbiz.de/10009705195
Saved in:
5
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
6
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti
;
Guidolin, Massimo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1656-1664
Persistent link: https://www.econbiz.de/10010222827
Saved in:
7
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
8
Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
Bousalam, Issam
;
Hamzaoui, Moustapha
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10011807765
Saved in:
9
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
10
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
Saved in:
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