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~language:"eng"
~person:"Goldreich, David"
~person:"Guo, Mengmeng"
~person:"Kim, Don H."
~person:"Krishnamurthy, Arvind"
~person:"Lo, Ingrid"
~person:"Vega, Clara"
~subject:"Schätzung"
~type:"article"
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Search: subject_exact:"Staatspapier"
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Goldreich, David
Guo, Mengmeng
Kim, Don H.
Krishnamurthy, Arvind
Lo, Ingrid
Vega, Clara
Bali, Turan G.
4
D'Amico, Stefania
3
Wu, Chunchi
3
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2
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
Are US treasury bonds still a safe haven?
He, Zhiguo
;
Krishnamurthy, Arvind
- In:
NBER reporter online
(
2020
)
3
,
pp. 20-24
Persistent link: https://www.econbiz.de/10012307927
Saved in:
2
Macroeconomic news announcements and market efficiency : evidence from the US Treasury market
Lin, Hai
;
Lo, Ingrid
;
Qiao, Rui
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013256331
Saved in:
3
Tips from TIPS : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 395-436
Persistent link: https://www.econbiz.de/10011929450
Saved in:
4
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
5
The price of future liquidity : time-varying liquidity in the U.S. treasury market
Goldreich, David
;
Hanke, Bernd
;
Nath, Purnendu
- In:
Review of finance : journal of the European Finance …
9
(
2005
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10002866900
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