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~accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Ankündigungseffekt"
~subject:"CAPM"
~subject:"United States"
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Ankündigungseffekt
CAPM
United States
Yield curve
39
Zinsstruktur
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Estimation
13
Schätzung
13
Interest rate
12
Public bond
12
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Balcilar, Mehmet
1
Barbedo, Claudio Henrique da Silveira
1
Caldeira, João F.
1
Champagne, Claudia
1
Chau, Po-Hon
1
Coggins, Frank
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Gupta, Rangan
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Hui, Cho H.
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Stona, Filipe
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Wang, Ling
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Wang, Shixuan
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Wang, Xinjie
1
Wohar, Mark E.
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Xie, Rui
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The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Centre for Economic Policy Research
47
Working paper / National Bureau of Economic Research, Inc.
28
The review of financial studies
21
Journal of financial economics
13
Journal of international money and finance
12
International review of economics & finance : IREF
9
Review of finance : journal of the European Finance Association
9
Finance research letters
8
Journal of banking & finance
8
Discussion papers / CEPR
7
Economic modelling
7
Journal of economic dynamics & control
7
Applied economics
6
International review of financial analysis
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative finance
6
American economic journal
5
Journal of applied econometrics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied mathematical finance
4
International journal of financial engineering
4
International journal of theoretical and applied finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of macroeconomics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The European journal of finance
4
The journal of finance : the journal of the American Finance Association
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The quarterly journal of economics
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Finance and stochastics
3
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international economics
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Journal of monetary economics
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NBER working paper series
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Research in international business and finance
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The American economic review
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The journal of futures markets
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ECONIS (ZBW)
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1
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
Saved in:
2
Identification of triggers of US yield curve movements
Kučera, Adam
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012665126
Saved in:
3
The Fama-French’s five-factor model relation with interest rates and macro variables
Leite, André Luis da Silva
;
Klotzle, Marcelo Cabus
; …
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012632211
Saved in:
4
Does transparency of central banks communication affect credit market? : empirical evidence for advanced and emerging markets
Tiberto, Bruno Pires
;
Moraes, Claudio Oliveira de
;
Pio …
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012642420
Saved in:
5
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
6
News sentiment, credit spreads, and information asymmetry
Yang, Shanxiang
;
Liu, Zhechen
;
Wang, Xinjie
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654976
Saved in:
7
Do U.S. factors impact the Brazilian yield curve? : evidence from a dynamic factor model
Stona, Filipe
;
Caldeira, João F.
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 76-89
Persistent link: https://www.econbiz.de/10012120210
Saved in:
8
Term structure dynamics in a monetary economy with learning
Ono, Sadayuki
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 730-745
Persistent link: https://www.econbiz.de/10012120324
Saved in:
9
Measuring the effects of unconventional monetary policy on MBS spreads : a comparative study
Wang, Ling
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 235-251
Persistent link: https://www.econbiz.de/10012269191
Saved in:
10
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
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