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~subject:"Yield curve"
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Yield curve
Theorie
170
Theory
168
CAPM
76
Risk
53
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48
Risikoprämie
38
Risk premium
38
Decision under uncertainty
37
Entscheidung unter Unsicherheit
37
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37
Estimation theory
31
Schätztheorie
31
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30
Rationale Erwartung
30
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29
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29
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29
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27
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24
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24
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23
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22
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22
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22
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22
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21
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21
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18
Kapitalmarkttheorie
18
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17
Behavioural finance
17
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17
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17
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17
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English
37
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Singleton, Kenneth J.
32
Dai, Qiang
13
Joslin, Scott
6
Hansen, Lars Peter
5
Le, Anh
5
Borovička, Jaroslav
4
Duffie, Darrell
3
Dunn, Kenneth B.
3
Kim, Don H.
2
Pan, Jun
2
Priebsch, Marcel
2
Conley, Timothy G.
1
Giacoletti, Marco
1
Laursen, Kristoffer
1
Luttmer, Erzo Gerrit Jan
1
Scheinkman, José Alexandre
1
Wei Yang
1
Zhu, Haoxiang
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National Bureau of Economic Research
4
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The review of financial studies
6
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4
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4
The journal of finance : the journal of the American Finance Association
4
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4
Financial markets and asset pricing
2
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2
IMES discussion paper series
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pricing coupon-bond options and swaptions in affine term structure models
Singleton, Kenneth J.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001741956
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2
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
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3
Default and recoverty implicit in the term structure of sovereign CDS spreads
Pan, Jun
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
5
,
pp. 2345-2384
Persistent link: https://www.econbiz.de/10003822487
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4
Interpreting recent changes in the credit spreads of Japanese banks
Pan, Jun
;
Singleton, Kenneth J.
-
2006
Persistent link: https://www.econbiz.de/10003379280
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5
Discrete-time affine Q term structure models with generalized market prices of risk
Le, Anh
;
Singleton, Kenneth J.
;
Dai, Qiang
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2184-2227
Persistent link: https://www.econbiz.de/10003969127
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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
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7
Gaussian macro-finance term structure models with lags
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 581-609
Persistent link: https://www.econbiz.de/10010233878
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8
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
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9
An equilibrium term structure model with recursive preferences
Le, Anh
;
Singleton, Kenneth J.
- In:
The American economic review
100
(
2010
)
2
,
pp. 557-561
Persistent link: https://www.econbiz.de/10008748864
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10
Term structure models and the zero bound : an empirical investigation of Japanese yields
Kim, Don H.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 32-49
Persistent link: https://www.econbiz.de/10009673160
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