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:"Yield curve"
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
Direction-of-Change Forecasts...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
315
Theory
310
Prognoseverfahren
211
Forecasting model
208
Volatility
158
Volatilität
155
India
145
USA
138
United States
131
China
122
Kapitaleinkommen
118
Capital income
117
Schätzung
111
Estimation
110
Japan
105
Asia
101
East Asia
89
Time series analysis
88
Zeitreihenanalyse
88
trade
85
Bangladesh
80
Schätztheorie
79
Estimation theory
78
Business cycle
67
ASEAN
66
Welt
66
World
63
Konjunktur
62
global financial crisis
59
Zinsstruktur
58
Finanzmarkt
53
Financial market
52
ARCH-Modell
51
Climate change
51
PRC
50
ARCH model
49
Aktienmarkt
47
Stock market
46
poverty
46
more ...
less ...
Online availability
All
Free
33
Undetermined
4
Type of publication
All
Book / Working Paper
46
Article
14
Type of publication (narrower categories)
All
Working Paper
27
Arbeitspapier
26
Graue Literatur
24
Non-commercial literature
24
Article in journal
14
Aufsatz in Zeitschrift
14
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
57
Undetermined
3
Author
All
Diebold, Francis X.
48
Rudebusch, Glenn D.
35
Li, Canlin
13
Christensen, Jens H. E.
10
Christoffersen, Peter F.
8
Aruoba, S. Borağan
7
Aruoba, S. Boragan
6
Jacobs, Kris
6
Piazzesi, Monika
5
Yue, Vivian Z.
5
Tse, Yiu Kuen
3
Christensen, Jens Henrik Eggert
2
Dorion, Christian
2
Fournier, Mathieu
2
Karoui, Lotfi
2
Christensen, Jens H.E.
1
Du, Du
1
Elkamhi, Redouane
1
Francis X. Diebold
1
Giorgianni, Lorenzo
1
Ji, Lei
1
Karoui, Lofti
1
Lee, Tom Kwan-yau
1
Mimouni, Karim
1
Ornthanalai, Chayawat
1
Piazzesi, Monica
1
Rudebusch, Glenn
1
Wang, Yintian
1
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Center for Financial Studies
2
Department of Economics, University of Pennsylvania
2
Federal Reserve Bank of San Francisco
2
Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
2
Published in...
All
NBER working paper series
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers / Financial Institutions Center
6
CFS working paper series
5
Journal of econometrics
4
NBER Working Paper
4
Working papers series / Federal Reserve Bank of San Francisco
4
The Econometric and Tinbergen Institutes Lectures
3
CFS Working Paper Series
2
CREATES research paper
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
PIER Working Paper Archive
2
Working papers / Rodney L. White Center for Financial Research
2
Asian economic journal : journal of the East Asian Economic Association
1
CFS Working Paper
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
The American economic review
1
The developing economies
1
The econometric and tinbergen institutes lectures
1
The econometrics journal
1
The review of financial studies
1
Working papers / Penn Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
55
RePEc
4
EconStor
1
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Term structure of interest rates in the Singapore Asian dollar market
Lee, Tom Kwan-yau
- In:
Journal of applied econometrics
6
(
1991
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001107423
Saved in:
2
An empirical analysis of the stochastic behaviour of short-term interest rates in Singapore
Tse, Yiu Kuen
- In:
Asian economic journal : journal of the East Asian …
12
(
1998
)
1
,
pp. 23-34
Persistent link: https://www.econbiz.de/10001250256
Saved in:
3
Interest rate spreads and the prediction of real economic activity : the case of Singapore
Tse, Yiu Kuen
- In:
The developing economies
36
(
1998
)
3
,
pp. 289-304
Persistent link: https://www.econbiz.de/10001252680
Saved in:
4
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
5
Nonlinear filtering in affine term structure models : evidence from the term structure of swap rates
Christoffersen, Peter F.
;
Jacobs, Kris
;
Karoui, Lofti
; …
-
2008
Persistent link: https://www.econbiz.de/10003861281
Saved in:
6
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
7
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
8
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2248-2268
Persistent link: https://www.econbiz.de/10010461908
Saved in:
9
Interest-rate arbitrage in currency baskets : forecasting weights and measuring risk
Christoffersen, Peter F.
;
Giorgianni, Lorenzo
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 242-253
Persistent link: https://www.econbiz.de/10001469690
Saved in:
10
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
