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Volatility
Zinsstruktur
14,680
Yield curve
14,462
Theorie
6,621
Theory
6,508
Anleihe
6,008
Bond
5,742
Schätzung
3,051
Estimation
2,959
Öffentliche Anleihe
2,743
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2,718
USA
2,710
United States
2,620
Risikoprämie
2,430
Zins
2,425
Risk premium
2,414
Interest rate
2,377
Geldpolitik
2,370
Monetary policy
2,322
Credit risk
1,790
Kapitaleinkommen
1,775
Capital income
1,765
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1,757
EU-Staaten
1,494
EU countries
1,446
Portfolio-Management
1,394
Portfolio selection
1,386
Unternehmensanleihe
1,360
Corporate bond
1,358
Rentenmarkt
1,281
Volatilität
1,263
Bond market
1,232
Prognoseverfahren
1,209
Forecasting model
1,184
Deutschland
1,066
Welt
1,042
Optionspreistheorie
1,037
World
1,032
Option pricing theory
1,025
Duration analysis
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454
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English
1,207
German
18
French
6
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2
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1
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Chiarella, Carl
19
Caporale, Guglielmo Maria
11
Spagnolo, Nicola
11
Trolle, Anders B.
11
Goldstein, Robert S.
9
Mele, Antonio
9
Schwartz, Eduardo S.
9
Wu, Jing Cynthia
9
Benzoni, Luca
8
Collin-Dufresne, Pierre
8
Nikitopoulos, Christina Sklibosios
8
Zhou, Hao
8
Benth, Fred Espen
7
Christiansen, Charlotte
7
Creal, Drew
7
Hammoudeh, Shawkat
7
Söderström, Ulf
7
Beirne, John
6
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
Connolly, Robert A.
5
Díaz Pérez, Antonio
5
Elkamhi, Redouane
5
Engle, Robert F.
5
Grzelak, Lech A.
5
Gupta, Rangan
5
Hansen, Anne Lundgaard
5
Hautsch, Nikolaus
5
Jones, Christopher S.
5
Naifar, Nader
5
Navarro Arribas, Eliseo
5
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National Bureau of Economic Research
14
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
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
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...
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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
Journal of empirical finance
15
Working paper / National Bureau of Economic Research, Inc.
15
Economic modelling
14
Energy economics
14
International review of economics & finance : IREF
14
NBER working paper series
14
The review of financial studies
14
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
The journal of computational finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
Staff reports / Federal Reserve Bank of New York
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Asia-Pacific financial markets
5
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ECONIS (ZBW)
1,234
EconStor
1
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1
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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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