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~isPartOf:"Journal of banking & finance"
~person:"Puigvert Gutiérrez, Josep Maria"
~person:"Shalen, Catherine T."
~subject:"Geldpolitik"
~subject:"Hypothek"
~subject:"Interest rate"
~subject:"Variance risk-premiums"
~subject:"Öffentliche Schulden"
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Puigvert Gutiérrez, Josep Maria
Shalen, Catherine T.
Delēs, Manthos D.
3
Boubaker, Sabri
2
Fung, Hung-gay
2
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Journal of banking & finance
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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
2
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
3
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
4
Interest rate expectations and uncertainty during ECB Governing Council days : evidence from intraday implied densities of 3-month EURIBOR
Vergote, Olivier
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
36
(
2012
)
10
,
pp. 2804-2823
Persistent link: https://www.econbiz.de/10009673241
Saved in:
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