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~subject:"Yield curve"
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Yield curve
USA
330,388
United States
291,798
Theorie
49,534
Theory
48,848
Schätzung
19,828
Estimation
18,975
Zinsstruktur
14,777
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12,995
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11,945
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11,262
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10,692
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10,318
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10,291
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10,252
Welt
9,064
Hypothek
8,992
Mortgage
8,915
World
8,831
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8,663
Börsenkurs
7,939
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7,793
Vergleich
7,557
Kanada
7,399
Wirkungsanalyse
7,345
Comparison
7,183
Impact assessment
7,149
Canada
6,884
Kapitaleinkommen
6,882
Capital income
6,848
Finanzkrise
6,803
Financial crisis
6,690
Konjunktur
6,629
Business cycle
6,322
Volatilität
6,153
Volatility
6,009
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6,004
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2,413
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6,607
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5
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370
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Rudebusch, Glenn D.
107
Christensen, Jens H. E.
66
Akram, Tanweer
63
Favero, Carlo A.
55
Bekaert, Geert
51
Diebold, Francis X.
49
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Afonso, António
44
Monfort, Alain
44
Chiarella, Carl
42
Krippner, Leo
42
Hamilton, James D.
41
Chernov, Mikhail
40
Campbell, John Y.
39
Caporale, Guglielmo Maria
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Hördahl, Peter
37
Kim, Don H.
37
Kaminska, Iryna
36
Mishkin, Frederic S.
36
Wei, Min
36
Gollier, Christian
35
Schlögl, Erik
35
Dewachter, Hans
34
Sarno, Lucio
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Lemke, Wolfgang
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Li, Canlin
29
Fabozzi, Frank J.
28
Iania, Leonardo
28
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National Bureau of Economic Research
274
Centre for Analytical Finance <Århus>
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
10
International Monetary Fund
9
Federal Reserve Bank of St. Louis
8
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Federal Reserve Bank of Cleveland
5
Rodney L. White Center for Financial Research
5
World Bank
5
Banco Central do Brasil
4
Federal Reserve Bank of New York
4
Federal Reserve System / Division of Research and Statistics
4
Internationaler Währungsfonds / European Department <1>
4
Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Deutsche Forschungsgemeinschaft
3
EconWPA
3
Erasmus Research Institute of Management
3
Europäische Zentralbank
3
HAL
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
International Center for Financial Asset Management and Engineering
3
Internationaler Währungsfonds
3
Internationaler Währungsfonds / Research Department
3
Internationaler Währungsfonds / Western Hemisphere Department
3
OECD
3
Reserve Bank of New Zealand
3
Tinbergen Instituut
3
University of York / Department of Economics and Related Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bank of Canada
2
Bank of England / Economics Division
2
C.E.P.R. Discussion Papers
2
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Center for Financial Studies
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
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NBER working paper series
270
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of financial economics
120
Journal of international money and finance
119
International journal of theoretical and applied finance
111
Finance and economics discussion series
110
Working paper series / European Central Bank
109
IMF working papers
105
Finance research letters
104
Working paper
97
Journal of money, credit and banking : JMCB
94
Economics letters
92
International review of economics & finance : IREF
89
The review of financial studies
85
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Journal of monetary economics
76
Economic modelling
73
Journal of empirical finance
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
68
Working papers series / Federal Reserve Bank of San Francisco
68
Applied economics letters
62
Discussion paper
62
Discussion papers / CEPR
62
ECB Working Paper
61
Journal of financial and quantitative analysis : JFQA
61
Journal of international financial markets, institutions & money
59
CESifo working papers
58
The journal of futures markets
58
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
Finance and stochastics
51
IMF working paper
51
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Source
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ECONIS (ZBW)
14,435
RePEc
91
EconStor
26
BASE
5
Other ZBW resources
2
Showing
1
-
10
of
14,559
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling the dynamics of MBS spreads
Koutmos, Gregory
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
Saved in:
2
Time-varying empirical duration and slope effects for
mortgage
-backed securities
Kon, Stanley Jay
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001252731
Saved in:
3
Agency MBS as Safe Assets
He, Zhiguo
;
Song, Zhaogang
-
National Bureau of Economic Research
-
2022
amount depend on
mortgage
rate negatively, consistent with a prepayment-driven demand channel. This negative dependence …
Persistent link: https://www.econbiz.de/10013190993
Saved in:
4
Mortgage
security
hedging
and the yield curve
Fernald, Julia Dana
;
Keane, Frank
;
Mosser, Patricia C.
-
1994
Persistent link: https://www.econbiz.de/10000905488
Saved in:
5
A LIBOR-based approach to modeling the
mortgage
basis
Goodman, Laurie Sharon
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 29-35
Persistent link: https://www.econbiz.de/10001252730
Saved in:
6
Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions : insights from the housing and credit markets
Chatterjee, Ujjal K.
;
Zirgulis, Aras
;
Hüttinger, Maik
; …
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014580825
Saved in:
7
Market risk of
mortgage
-backed securities with consistent measures
Chen, Ren-Raw
;
Liao, Hsien-hsing
;
Yang, Tyler T.
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 121-140
Persistent link: https://www.econbiz.de/10003622062
Saved in:
8
Mortgage
Backed Securities
Rom-Poulsen, Niels
- In:
The journal of real estate finance and economics
34
(
2007
)
4
,
pp. 463-498
Persistent link: https://www.econbiz.de/10003491287
Saved in:
9
Mortgage
risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
-
2015
Persistent link: https://www.econbiz.de/10011437596
Saved in:
10
Mortgage
risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
Saved in:
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