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~isPartOf:"HKIMR working paper"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Anleihe"
~subject:"VAR-Modell"
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Search: ("Öffentliche Anleihe") AND NOT isPartOf:Wirtschaftsdienst
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Anleihe
VAR-Modell
Public bond
53
Öffentliche Anleihe
53
Yield curve
21
Zinsstruktur
21
EU countries
17
EU-Staaten
17
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16
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16
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16
Öffentliche Schulden
16
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15
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15
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13
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13
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Rentenmarkt
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Bond
11
Capital income
11
Emerging economies
11
Kapitaleinkommen
11
Risikoprämie
11
Risk premium
11
Schwellenländer
11
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10
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10
Welt
10
World
10
Credit derivative
6
International financial market
6
Internationaler Finanzmarkt
6
Kreditderivat
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VAR model
6
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5
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5
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Graue Literatur
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7
Working Paper
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English
17
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Fong, Tom
2
Li, Ka Fai
2
Valente, Giorgio
2
Antonakakis, Nikolaos
1
Bessler, Wolfgang
1
Chau, Po-Hon
1
Dekle, Robert
1
Devpura, Neluka
1
Fernández Rodríguez, Fernando
1
Ge, Futing
1
Georgoutsos, Demetris A.
1
Goda, Thomas
1
Gómez Puig, Marta
1
Ho, Ho Cheung
1
Hui, Cho H.
1
Hördahl, Peter
1
Kanas, Angelos
1
Kinateder, Harald
1
Lo, Chi-Fai
1
Lysandrou, Photis
1
Mizen, Paul
1
Moratis, George
1
Narayan, Paresh Kumar
1
Papavassiliou, Vassilios G.
1
Remolona, Eli M.
1
Sharma, Susan Sunila
1
Smales, Lee A.
1
So, Inhwan
1
Sosvilla-Rivero, Simón
1
Stewart, Chris
1
Sze, Kin Wan
1
Tsang, Andrew
1
Tsoukas, Serafeim
1
Vergos, Konstantinos
1
Wolff, Dominik
1
Wu, Jason
1
Zhang, Weiguo
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HKIMR working paper
Journal of international financial markets, institutions & money
Finance research letters
18
Journal of international money and finance
18
International review of economics & finance : IREF
13
NBER working paper series
13
Working paper series / European Central Bank
12
Applied economics letters
11
The handbook of municipal bonds
11
Journal of banking & finance
10
NBER Working Paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion papers / CEPR
8
Pacific-Basin finance journal
8
Working paper
8
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7
ECB Working Paper
7
Economic modelling
7
International review of financial analysis
7
Journal of financial economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Emerging markets, finance and trade : EMFT
6
Research in international business and finance
6
Bulletin / Reserve Bank of Australia
5
CESifo working papers
5
CFS working paper series
5
Discussion paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of corporate finance : contracting, governance and organization
5
The journal of fixed income
5
Working papers / The Levy Economics Institute
5
Applied financial economics
4
Discussion paper / Centre for Economic Policy Research
4
Emerging markets review
4
Energy economics
4
Journal of financial markets
4
Journal of multinational financial management
4
Journal of risk and financial management : JRFM
4
The journal of wealth management
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ECONIS (ZBW)
17
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17
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1
The determinants of cross-border bond risk premia
Ge, Futing
;
Zhang, Weiguo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
Saved in:
2
Local currency bond returns in emerging economies and the role of foreign investors
So, Inhwan
;
Valente, Giorgio
;
Wu, Jason
-
2019
Persistent link: https://www.econbiz.de/10012202946
Saved in:
3
Chinese local bond spreads, monetary policy and “misallocation”
Dekle, Robert
;
Tsang, Andrew
-
2018
Persistent link: https://www.econbiz.de/10012201894
Saved in:
4
Bond return predictability : evidence from 25 OECD countries
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820862
Saved in:
5
Term premium spillovers from the US to international markets
Li, Ka Fai
;
Fong, Tom
;
Ho, Ho Cheung
-
2017
Persistent link: https://www.econbiz.de/10012201268
Saved in:
6
Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
-
2017
Persistent link: https://www.econbiz.de/10012201648
Saved in:
7
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
-
2016
Persistent link: https://www.econbiz.de/10012200848
Saved in:
8
Measuring spillovers between the US and emerging markets
Fong, Tom
;
Li, Ka Fai
;
Sze, Kin Wan
-
2016
Persistent link: https://www.econbiz.de/10012200850
Saved in:
9
Exploring determinants of firms' participation in the new offshore Renminbi debt securities market
Mizen, Paul
;
Tsoukas, Serafeim
-
2015
Persistent link: https://www.econbiz.de/10012200127
Saved in:
10
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
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