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~isPartOf:"IMES discussion paper series / Englische Ausgabe"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Estimation"
~subject:"Risk premium"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Interest rate spread"
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Estimation
Risk premium
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Hördahl, Peter
3
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Xia, Fan Dora
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2
Hofmann, Boris
2
Shim, Ilhyock
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IMES discussion paper series / Englische Ausgabe
Working papers / Bank for International Settlements
Working paper / National Bureau of Economic Research, Inc.
54
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36
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34
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ECONIS (ZBW)
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1
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
2
Term premium dynamics and its determinants : the Mexican case
Aguilar-Argaez, Ana
;
Diego-Fernández, María
; …
-
2022
Persistent link: https://www.econbiz.de/10012888236
Saved in:
3
The term structure of carbon premia
Xia, Fan Dora
;
Zulaica, Omar
-
2022
Persistent link: https://www.econbiz.de/10013453769
Saved in:
4
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
-
2021
Persistent link: https://www.econbiz.de/10012798223
Saved in:
5
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
-
2021
Persistent link: https://www.econbiz.de/10012483506
Saved in:
6
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
Gambacorta, Leonardo
;
Mayordomo, Sergio
;
Serena, José …
-
2020
Persistent link: https://www.econbiz.de/10012168989
Saved in:
7
Modelling yields at the lower bound through regime shifts
Hördahl, Peter
;
Tristani, Oreste
-
2019
Persistent link: https://www.econbiz.de/10012131114
Saved in:
8
Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities
Mehrotra, Aaron N.
;
Moessner, Richhild
;
Shu, Chang
-
2019
Persistent link: https://www.econbiz.de/10012131121
Saved in:
9
Predicting recessions: financial cycle versus term spread
Borio, Claudio E. V.
;
Drehmann, Mathias
;
Xia, Fan Dora
-
2019
Persistent link: https://www.econbiz.de/10012131163
Saved in:
10
Bond risk premia and the exchange rate
Hofmann, Boris
;
Shim, Ilhyock
;
Shin, Hyun Song
-
2019
Persistent link: https://www.econbiz.de/10012001764
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