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isPartOf:"Journal of monetary economics"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Risk premium"
~type_genre:"Article in journal"
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Search: subject_exact:"LIBOR market model"
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Risk premium
Yield curve
139
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Theorie
65
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Monetary policy
47
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46
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40
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40
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Journal of monetary economics
Finance and economics discussion series
Journal of economic dynamics & control
Working paper series / European Central Bank
Journal of banking & finance
51
Journal of financial economics
40
Journal of international money and finance
28
International review of economics & finance : IREF
24
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ECONIS (ZBW)
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11
Equilibrium variance risk premium in a cost-free production economy
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 42-60
Persistent link: https://www.econbiz.de/10012004952
Saved in:
12
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
13
Evaluation of long-dated assets : the role of parameter uncertainty
Gollier, Christian
- In:
Journal of monetary economics
84
(
2016
),
pp. 66-83
Persistent link: https://www.econbiz.de/10011709636
Saved in:
14
Decomposing real and nominal yield curves
Abrahams, Michael
;
Adrian, Tobias
;
Crump, Richard K.
; …
- In:
Journal of monetary economics
84
(
2016
),
pp. 182-200
Persistent link: https://www.econbiz.de/10011709677
Saved in:
15
Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
Saved in:
16
Monetary policy and the term premium
Fuerst, Timothy S.
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011474222
Saved in:
17
Monetary policy, bond risk premia, and the economy
Ireland, Peter N.
- In:
Journal of monetary economics
76
(
2015
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011569791
Saved in:
18
Recovering default risk from CDS spreads with a nonlinear filter
Guarin, Alexander
;
Liu, Xiaoquan
;
Wing Lon Ng
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 87-104
Persistent link: https://www.econbiz.de/10010387855
Saved in:
19
Credit risk and asymmetric information : a simplified approach
Lindset, Snorre
;
Lund, Arne-Christian
;
Persson, Svein-Arne
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 98-112
Persistent link: https://www.econbiz.de/10010388826
Saved in:
20
Long-term interest rates, risk premia and unconventional monetary policy
Jones, Callum
;
Kulish, Mariano
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2547-2561
Persistent link: https://www.econbiz.de/10010348122
Saved in:
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