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~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Risk premium"
~type:"article"
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Search: subject_exact:"Sovereign bonds"
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Risk premium
Public bond
212
Öffentliche Anleihe
212
Yield curve
66
Zinsstruktur
66
Country risk
45
Länderrisiko
45
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44
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43
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Thornton, John
2
Vasilakis, Chrysovalantis
2
Zaremba, Adam
2
Abbritti, Mirko
1
Affinito, Massimiliano
1
Agliardi, Elettra
1
Aharon, David Y.
1
Albareto, Giorgio
1
Alter, Adrian
1
Andrade, Sandro C.
1
Bakshi, Gurdip S.
1
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1
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1
Carcel, Hector
1
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1
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1
Crifo, Patricia
1
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1
D'Agostino, Antonello
1
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1
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Du, Wenxin
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Ehrmann, Michael
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1
Gupta, Rangan
1
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Finance research letters
Journal of banking & finance
Journal of financial economics
Journal of international money and finance
28
Journal of financial stability
11
Applied economics
10
Journal of international economics
9
Journal of empirical finance
8
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics letters
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of central banking : IJCB
5
Research in international business and finance
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The journal of fixed income
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Applied financial economics
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Emerging markets review
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Empirica : journal of european economics
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of monetary economics
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Journal of money, credit and banking : JMCB
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Journal of risk and financial management : JRFM
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Journal of the Japanese and international economies : an international journal ; JJIE
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Review of finance : journal of the European Finance Association
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The journal of finance : the journal of the American Finance Association
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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 : a journal of the American Economic Association
2
Central Bank review / Central Bank of the Republic of Turkey
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Economics letters
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ECONIS (ZBW)
43
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1
Do yield curve inversions predict recessions in the euro area?
Sabes, David
;
Sahuc, Jean-Guillaume
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471926
Saved in:
2
Rethinking greenium : a quadratic function of yield spread
Huang, Chih-Yueh
;
Dekker, David J.
;
Christopulos, …
- In:
Finance research letters
54
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472655
Saved in:
3
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
4
Intermediary balance sheets and the treasury yield curve
Du, Wenxin
;
Hébert, Benjamin
;
Li, Wenhao
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462645
Saved in:
5
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
6
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
7
Term spreads and the COVID-19 pandemic : evidence from international sovereign bond markets
Zaremba, Adam
;
Kizys, Renatas
;
Aharon, David Y.
;
Umar, …
- In:
Finance research letters
44
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014494748
Saved in:
8
Effects of monetary policy announcements on term premia in the euro area during the COVID-19 pandemic
Moessner, Richhild
;
de Haan, Jakob
- In:
Finance research letters
44
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014494787
Saved in:
9
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
10
Purchases of sovereign debt securities by banks during the crisis : the role of balance sheet conditions
Affinito, Massimiliano
;
Albareto, Giorgio
;
Santioni, …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013461935
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