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~subject:"Volatilität"
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Volatilität
Zinsstruktur
14,729
Yield curve
14,511
Theorie
6,656
Theory
6,543
Anleihe
6,077
Bond
5,811
Schätzung
3,064
Estimation
2,972
Öffentliche Anleihe
2,778
Public bond
2,753
USA
2,718
United States
2,628
Risikoprämie
2,448
Zins
2,442
Risk premium
2,432
Interest rate
2,395
Geldpolitik
2,381
Monetary policy
2,333
Credit risk
1,798
Kapitaleinkommen
1,793
Capital income
1,783
Kreditrisiko
1,765
EU-Staaten
1,498
EU countries
1,450
Portfolio-Management
1,401
Portfolio selection
1,393
Unternehmensanleihe
1,379
Corporate bond
1,377
Rentenmarkt
1,296
Bond market
1,246
Volatility
1,242
Prognoseverfahren
1,213
Forecasting model
1,188
Deutschland
1,068
Welt
1,056
World
1,046
Optionspreistheorie
1,041
Option pricing theory
1,029
Duration analysis
1,020
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Online availability
All
Free
475
Undetermined
335
Type of publication
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Article
667
Book / Working Paper
603
Type of publication (narrower categories)
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Article in journal
638
Aufsatz in Zeitschrift
638
Graue Literatur
259
Non-commercial literature
259
Working Paper
256
Arbeitspapier
240
Hochschulschrift
41
Thesis
35
Aufsatz im Buch
25
Book section
25
Collection of articles written by one author
18
Sammlung
18
Bibliografie enthalten
5
Bibliography included
5
Collection of articles of several authors
3
Conference paper
3
Dissertation u.a. Prüfungsschriften
3
Konferenzbeitrag
3
Sammelwerk
3
Konferenzschrift
2
Aufsatzsammlung
1
Conference proceedings
1
Diskette
1
Doctoral Thesis
1
Floppy disk
1
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1
Glossary included
1
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1
Handbuch
1
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1
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1
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English
1,239
German
19
French
6
Portuguese
2
Spanish
2
Danish
1
Italian
1
Undetermined
1
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Author
All
Chiarella, Carl
19
Caporale, Guglielmo Maria
12
Spagnolo, Nicola
12
Trolle, Anders B.
11
Goldstein, Robert S.
9
Hautsch, Nikolaus
9
Mele, Antonio
9
Schwartz, Eduardo S.
9
Wu, Jing Cynthia
9
Benzoni, Luca
8
Collin-Dufresne, Pierre
8
Nikitopoulos, Christina Sklibosios
8
Söderström, Ulf
8
Zhou, Hao
8
Beirne, John
7
Benth, Fred Espen
7
Christiansen, Charlotte
7
Creal, Drew
7
Hammoudeh, Shawkat
7
Ou, Yangguoyi
7
Bhar, Ramaprasad
6
Filipović, Damir
6
Gokus, Christian
6
Jacobs, Kris
6
Prokopczuk, Marcel
6
Schotman, Peter C.
6
Spencer, Peter D.
6
Wilfling, Bernd
6
Wu, Tao L.
6
Bali, Turan G.
5
Berardi, Andrea
5
Colarossi, Silvio
5
Connolly, Robert A.
5
Díaz Pérez, Antonio
5
Elkamhi, Redouane
5
Engle, Robert F.
5
Gollier, Christian
5
Grzelak, Lech A.
5
Gupta, Rangan
5
Hansen, Anne Lundgaard
5
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Institution
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National Bureau of Economic Research
14
Institut für Schweizerisches Bankwesen <Zürich>
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Financial Options Research Centre
2
National Centre of Competence in Research North South <Bern>
2
Birkbeck College / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve System / Division of Research and Statistics
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
School of Economics and Finance <Brisbane>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
1
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
1
University of British Columbia / Finance Division
1
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
1
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
1
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Published in...
All
The journal of futures markets
26
Journal of banking & finance
25
Finance research letters
17
International journal of theoretical and applied finance
17
Journal of financial economics
17
Working paper / National Bureau of Economic Research, Inc.
16
Journal of empirical finance
15
Energy economics
14
International review of economics & finance : IREF
14
NBER working paper series
14
The review of financial studies
14
Economic modelling
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of international money and finance
12
NBER Working Paper
12
Research paper series / Swiss Finance Institute
12
Applied financial economics
11
Applied mathematical finance
10
Economics letters
10
Journal of financial and quantitative analysis : JFQA
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The journal of fixed income
10
Journal of international financial markets, institutions & money
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
International review of financial analysis
8
The journal of finance : the journal of the American Finance Association
8
Finance and economics discussion series
7
Journal of econometrics
7
Research in international business and finance
7
The journal of computational finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Working Paper
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
HWWA discussion paper
6
International journal of bonds and derivatives
6
International journal of financial engineering
6
Journal of money, credit and banking : JMCB
6
Risks : open access journal
6
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Source
All
ECONIS (ZBW)
1,241
EconStor
18
USB Cologne (business full texts)
7
USB Cologne (EcoSocSci)
4
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1
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
2
Bond
return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
3
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
4
Can interest rate volatility be extracted from the cross section of
bond
yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
5
Recursive Bayesian estimation in forward price models implied by fair pricing
El Qalli, Yassine
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 301-333
Persistent link: https://www.econbiz.de/10008860389
Saved in:
6
Essays on empirical term structure modeling
Zhao, Feng
-
2004
Persistent link: https://www.econbiz.de/10003387673
Saved in:
7
Arbitrage-free
bond
pricing with dynamic macroeconomic models
Gallmeyer, Michael F.
;
Hollifield, Burton
;
Palomino, …
-
2007
historical
bond
data. …
Persistent link: https://www.econbiz.de/10003495985
Saved in:
8
Bond
risk,
bond
return volatility, and the term structure of interest rates
Viceira, Luis M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003501713
Saved in:
9
Arbitrage-free
bond
pricing with dynamic macroeconomic models
Gallmeyer, Michael F.
;
Hollifield, Burton
;
Palomino, …
- In:
Review / Federal Reserve Bank of St. Louis
89
(
2007
)
4
,
pp. 305-326
Persistent link: https://www.econbiz.de/10003507772
Saved in:
10
Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
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