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person:"Campbell, John Y."
~person:"Friedman, Benjamin M."
~person:"Guidolin, Massimo"
~person:"Mishkin, Frederic S."
~person:"Sarno, Lucio"
~person:"Thornton, Daniel L."
~type:"article"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Campbell, John Y.
Friedman, Benjamin M.
Guidolin, Massimo
Mishkin, Frederic S.
Sarno, Lucio
Thornton, Daniel L.
Rudebusch, Glenn D.
33
Fabozzi, Frank J.
25
Jarrow, Robert A.
23
Christensen, Jens H. E.
20
Akram, Tanweer
18
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Wu, Liuren
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Umar, Zaghum
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Wright, Jonathan H.
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Chen, Ren-Raw
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Chiarella, Carl
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Gouriéroux, Christian
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Kugler, Peter
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Nowman, Kalid Ben
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Rebonato, Riccardo
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Chen, Son-nan
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Goldstein, Robert S.
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12
Tzavalis, Elias
12
Wu, Chunchi
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Caporale, Guglielmo Maria
11
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ECONIS (ZBW)
52
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
3
Does the cost of private debt respond to monetary policy? : heteroskedasticity-based identification in a model with regimes
Guidolin, Massimo
;
Massagli, Valentina
;
Pedio, Manuela
- In:
The European journal of finance
27
(
2021
)
18
,
pp. 1804-1833
Persistent link: https://www.econbiz.de/10013373203
Saved in:
4
Mildly explosive dynamics in U.S. fixed income markets
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 712-724
Persistent link: https://www.econbiz.de/10012293943
Saved in:
5
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
6
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
7
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
8
The economic value of predicting bond risk premia
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of empirical finance
37
(
2016
),
pp. 247-267
Persistent link: https://www.econbiz.de/10011663051
Saved in:
9
Understanding the predictability of excess returns
Thornton, Daniel L.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10011701088
Saved in:
10
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
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