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source:"econis"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of international economics"
~subject:"Country risk"
~subject:"Yield curve"
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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
Bonds, currencies and expectational errors
Granziera, Eleonora
;
Sihvonen, Markus
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532367
Saved in:
3
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
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4
Differential treatment in the bond market : sovereign risk and mutual fund portfolios
Converse, Nathan
;
Mallucci, Enrico
- In:
Journal of international economics
145
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014480229
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5
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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6
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
- In:
Journal of international economics
140
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014266396
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7
Sovereign risk matters : endogenous default risk and the time-varying volatility of interest rate spreads
De Ferra, Sergio
;
Mallucci, Enrico
- In:
Journal of international economics
134
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013366480
Saved in:
8
Sovereign risk and financial risk
Gilchrist, Simon
;
Wei, Bin
;
Yue, Vivian Z.
;
Zakrajšek, Egon
- In:
Journal of international economics
136
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013431586
Saved in:
9
Interest rate uncertainty and sovereign default risk
Johri, Alok
;
Khan, Shahed
;
Sosa Padilla, César
- In:
Journal of international economics
139
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014281820
Saved in:
10
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
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