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~accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"CAPM"
~subject:"Credit risk"
~subject:"United States"
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Search: subject_exact:"Yield curve"
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CAPM
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Yield curve
39
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Balcilar, Mehmet
1
Barbedo, Claudio Henrique da Silveira
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Caldeira, João F.
1
Champagne, Claudia
1
Chau, Po-Hon
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Chen, Yunping
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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
48
Working paper / National Bureau of Economic Research, Inc.
32
International review of economics & finance : IREF
25
Journal of financial economics
25
The review of financial studies
24
Journal of banking & finance
23
Finance research letters
18
Journal of international money and finance
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Discussion papers / CEPR
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of finance : journal of the European Finance Association
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International journal of theoretical and applied finance
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Pacific-Basin finance journal
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The journal of corporate finance : contracting, governance and organization
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International review of financial analysis
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The European journal of finance
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Journal of economic dynamics & control
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Research in international business and finance
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Applied mathematical finance
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
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Journal of international economics
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Journal of macroeconomics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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American economic journal
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Journal of monetary economics
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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The journal of futures markets
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
15
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1
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
2
Rigid payment breaking, default spread and yields of Chinese treasury bonds
Huang, Xiaoyong
;
Yu, Cong
;
Chen, Yunping
;
Jia, Fei
;
Xu, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413393
Saved in:
3
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:
4
Asymmetric determinants of corporate bond credit spreads in China : evidence from a nonlinear ARDL model
Li, Xiao-Lin
;
Li, Xin
;
Si, Dengkui
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012656855
Saved in:
5
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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