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~subject:"Risikoprämie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Risikoprämie
Yield curve
243
Zinsstruktur
242
Term structure
170
Theorie
121
Theory
121
Estimation
90
Schätzung
90
term structure
74
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61
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43
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43
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40
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18
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39
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Berardi, Andrea
3
Augustin, Patrick
2
Lund, Bruno
2
Plazzi, Alberto
2
Aharon, David Y.
1
Almeida, Caio
1
Aman, Asia
1
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1
Audzeyeva, Alena
1
Aït-Sahalia, Yacine
1
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1
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1
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1
Boonlert Jitmaneeroj
1
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1
Boyarchenko, Nina
1
Bretscher, Lorenzo
1
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1
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1
Chen, Xinfu
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Fuertes, Ana María
1
Gao, Xin
1
Garcia Alvarado, Fernando
1
Gollier, Christian
1
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Journal of financial economics
6
International review of financial analysis
4
Journal of banking & finance
4
Journal of empirical finance
4
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
Journal of international financial markets, institutions & money
2
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2
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2
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2
Review of finance : journal of the European Finance Association
2
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1
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1
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1
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1
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1
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1
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
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1
Financial markets and portfolio management
1
International journal of theoretical and applied finance
1
Journal of commodity markets
1
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1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Journal of investment management : JOIM
1
Journal of money, credit and banking : JMCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research in international business and finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of real estate finance and economics
1
The journal of risk finance : JRF
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 279-310
Persistent link: https://www.econbiz.de/10009666833
Saved in:
3
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
4
A global model of international yield curves : no-arbitrage term structure approach
Kaminska, Iryna
;
Meldrum, Andrew
;
Smith, James
- In:
International journal of finance & economics : IJFE
18
(
2013
)
4
,
pp. 352-374
Persistent link: https://www.econbiz.de/10010355970
Saved in:
5
Long-term interest rates, risk premia and unconventional monetary policy
Jones, Callum
;
Kulish, Mariano
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2547-2561
Persistent link: https://www.econbiz.de/10010348122
Saved in:
6
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
7
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:
8
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
Saved in:
9
Bond pricing with a time-varying price of risk in an estimated medium-scale Bayesian DSGE model
Dew-Becker, Ian
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
5
,
pp. 837-888
Persistent link: https://www.econbiz.de/10010466708
Saved in:
10
Yield factors, the expectations hypothesis and regime shifts
Cao, Rui
;
Zhu, Xiaoneng
;
Rahman, Shahidur
- In:
Annals of economics and finance
15
(
2014
)
2
,
pp. 411-431
Persistent link: https://www.econbiz.de/10010481160
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