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
~subject:"USA"
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
Modeling sovereign yield sprea...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
221
Theory
220
CAPM
81
Portfolio selection
63
Portfolio-Management
63
United States
59
Financial market
55
Finanzmarkt
55
Zinsstruktur
53
Yield curve
52
Welt
51
World
51
Finanzkrise
47
Wertpapierhandel
44
Financial crisis
43
Risikoprämie
42
Risk premium
41
OTC market
40
OTC-Handel
40
Securities trading
40
Capital income
38
Kapitaleinkommen
38
Kreditrisiko
37
Credit risk
36
Börsenkurs
32
Estimation
32
Liquidität
32
Schätzung
32
Share price
31
Liquidity
30
Financial market regulation
27
Finanzmarktregulierung
27
Option pricing theory
24
Optionspreistheorie
24
Search theory
24
Suchtheorie
24
Derivat
23
Derivative
23
Geldpolitik
23
more ...
less ...
Online availability
All
Free
20
Undetermined
19
Type of publication
All
Book / Working Paper
39
Article
23
Type of publication (narrower categories)
All
Arbeitspapier
33
Working Paper
33
Graue Literatur
32
Non-commercial literature
32
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
61
Undetermined
1
Author
All
Duffie, Darrell
28
Pedersen, Lasse Heje
19
Singleton, Kenneth J.
16
Frazzini, Andrea
6
Saita, Leandro
6
Berndt, Antje
4
Dai, Qiang
4
Douglas, Rohan
4
Ferguson, Mark
4
Poteshman, Allen M.
4
Eichenbaum, Martin S.
3
Fleming, Michael J.
3
Garleanu, Nicolae
3
Mitchell, Mark
3
Moskowitz, Tobias J.
3
Nelson, Claire
3
Pulvino, Todd
3
Shachar, Or
3
Van Tassel, Peter
3
Wang, Ke
3
Asness, Cliff
2
Bollerslev, Tim
2
Copeland, Adam
2
Das, Sanjiv R.
2
Eckner, Andreas
2
Hood, Benjamin
2
Horel, Guillaume
2
Huss, John
2
Israel, Ronen
2
Jensen, Mads Vestergaard
2
Joslin, Scott
2
Kabiller, David
2
Kapadia, Nikunj
2
Keane, Frank
2
Koijen, Ralph S. J.
2
Marcet, Albert
2
Vrugt, Evert B.
2
Ashcraft, Adam B.
1
Dunn, Kenneth B.
1
Eichenbaum, Martin
1
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
11
Discussion paper / Centre for Economic Policy Research
7
The journal of finance : the journal of the American Finance Association
6
The review of financial studies
5
Rock Center for Corporate Governance at Stanford University working paper series
4
Journal of financial economics
3
NBER working paper series
2
Research paper series / Swiss Finance Institute
2
Stanford University Graduate School of Business research paper
2
Swiss Finance Institute Research Paper
2
The American economic review
2
BIS working papers
1
Economic policy review
1
Macroeconomic dynamics
1
Monetary and economic studies
1
NBER Working Paper
1
NBER macroeconomics annual
1
Rock Center for Corporate Governance at Stanford University Working Paper
1
Rock Center for Corporate Governance at Stanford University Working Paper Series
1
Staff reports / Federal Reserve Bank of New York
1
The Scandinavian journal of economics
1
The industrial organization and regulation of the securities industry
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
U of Texas Law, Law and Econ Research Paper
1
Working paper
1
Working papers / Bank for International Settlements
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
61
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Saved in:
2
Interpreting changes in the volatility of yields on Japanese long-term bonds
Singleton, Kenneth J.
- In:
Monetary and economic studies
8
(
1990
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001079016
Saved in:
3
Institutional and regulatory influences on price discovery in cash and futures bond markets
Singleton, Kenneth J.
- In:
The industrial organization and regulation of the …
,
(pp. 243-265)
.
1996
Persistent link: https://www.econbiz.de/10001296739
Saved in:
4
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
5
Do equilibrium real business cycle theories explain post-war US business cycles?
Eichenbaum, Martin S.
;
Singleton, Kenneth J.
-
1986
Persistent link: https://www.econbiz.de/10000695598
Saved in:
6
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Wei Yang
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
Saved in:
7
Risk premiums in dynamic term structure models with unspanned macro risks
Joslin, Scott
;
Priebsch, Marcel
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1197-1233
Persistent link: https://www.econbiz.de/10010373335
Saved in:
8
A new perspective on Gaussian dynamic term structure models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
Saved in:
9
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
Marcet, Albert
;
Singleton, Kenneth J.
- In:
Macroeconomic dynamics
3
(
1999
)
2
,
pp. 243-277
Persistent link: https://www.econbiz.de/10001618327
Saved in:
10
Term structure dynamics in theory and reality
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
