Term premia: models and some stylised facts
Year of publication: |
2018
|
---|---|
Authors: | Cohen, Benjamin H. ; Hördahl, Peter ; Xia, Fan Dora |
Published in: |
BIS quarterly review : international banking and financial market developments. - Basel : BIS, ISSN 1683-0121, ZDB-ID 2265732-0. - 2018, p. 79-91
|
Subject: | Öffentliche Anleihe | Public bond | Zinsrisiko | Interest rate risk | US-Dollar | US dollar | Euro | 2000-2018 |
-
Interest rate convergence in euro-candidate countries : volatility dynamics of sovereign bond yields
Gabrisch, Hubert, (2010)
-
Defining benchmark status : an application using euro-area bonds
Dunne, Peter G., (2002)
-
Defining Benchmark Status : An Application Using Euro-Area Bonds
Dunne, Peter G., (2002)
- More ...
-
Term Premia : Models and Some Stylised Facts
Cohen, Benjamin H., (2018)
-
Information flows during the Asian crisis : evidence from closed-end funds
Cohen, Benjamin H., (2008)
-
The unfolding turmoil of 2007 - 2008 : lessons and responses
Cohen, Benjamin H., (2008)
- More ...