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~isPartOf:"Economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Risikoprämie"
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Risikoprämie
Yield curve
142
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31
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29
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Gupta, Rangan
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Wohar, Mark E.
2
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1
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Economics letters
The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
51
Journal of financial economics
40
NBER working paper series
40
NBER Working Paper
36
Working paper / National Bureau of Economic Research, Inc.
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Journal of international money and finance
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Finance and economics discussion series
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International review of economics & finance : IREF
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of theoretical and applied finance
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The quarterly journal of finance
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ECONIS (ZBW)
23
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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
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
3
The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti
- In:
Economics letters
216
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
Saved in:
4
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
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
Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
Saved in:
7
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
8
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:
9
CDS trading and bond interest rates
Caliendo, Frank
- In:
Economics letters
174
(
2019
),
pp. 52-54
Persistent link: https://www.econbiz.de/10012121015
Saved in:
10
Inflation risk premia and risk-adjusted expectations of inflation
Casiraghi, Marco
;
Miccoli, Marcello
- In:
Economics letters
175
(
2019
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012121124
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