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~isPartOf:"Current Issues in Economics and Finance"
~isPartOf:"Economic policy review"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Announcement effect"
~subject:"Zinsstruktur"
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Announcement effect
Zinsstruktur
Government securities
54
Staatspapier
48
USA
42
United States
42
Yield curve
9
Debt management
7
Schuldenmanagement
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Duffee, Greg
3
Fleming, Michael J.
2
Remolona, Eli M.
2
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1
Benzoni, Luca
1
Collin-Dufresne, Pierre
1
Evans, Martin D. D.
1
Green, Tracy Clifton
1
Johannes, Michael
1
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1
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Current Issues in Economics and Finance
Economic policy review
The journal of finance : the journal of the American Finance Association
The journal of fixed income
20
NBER working paper series
15
Finance and economics discussion series
14
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12
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11
Working paper / National Bureau of Economic Research, Inc.
11
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9
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7
Finance research letters
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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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The review of financial studies
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Discussion paper / Department of Economics, University of California San Diego
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International journal of central banking : IJCB
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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Advances in Pacific Basin financial markets
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Advances in quantitative analysis of finance and accounting : a research annual
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Contemporary economic policy : a journal of Western Economic Association International
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ECONIS (ZBW)
12
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1
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
2
Economic news and the impact of trading on bond prices
Green, Tracy Clifton
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1201-1234
Persistent link: https://www.econbiz.de/10002094778
Saved in:
3
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
4
Term premia and interest rate forecasts in affine models
Duffee, Greg
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
Saved in:
5
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
6
Price formation and liquidity in the US treasury market : the response to public information
Fleming, Michael J.
;
Remolona, Eli M.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1901-1915
Persistent link: https://www.econbiz.de/10001430958
Saved in:
7
The relation between treasury yields and corporate bond yield spreads
Duffee, Greg
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2225-2241
Persistent link: https://www.econbiz.de/10001251907
Saved in:
8
Real rates, expected inflation, and inflation risk premia
Evans, Martin D. D.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10001235489
Saved in:
9
The relation between default-free interest rates and expected economic growth is stronger than you think
Kamara, Avraham
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1681-1694
Persistent link: https://www.econbiz.de/10001227626
Saved in:
10
What moves the bond market?
Fleming, Michael J.
- In:
Economic policy review
3
(
1997
)
4
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001232195
Saved in:
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