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~language:"eng"
~person:"Guidolin, Massimo"
~person:"Liu, Pu"
~subject:"Staatspapier"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Staatspapier
USA
Risikoprämie
15
Risk premium
15
United States
7
Credit risk
5
Estimation
5
Kreditrisiko
5
Schätzung
5
Yield curve
5
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Credit insurance
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Liquidity risk
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Risikoaversion
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Aufsatz in Zeitschrift
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8
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Graue Literatur
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English
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Guidolin, Massimo
Liu, Pu
Gupta, Rangan
7
Bansal, Ravi
6
Longstaff, Francis A.
6
Zhou, Hao
6
Bollerslev, Tim
4
Chernov, Mikhail
4
Du, Ding
4
Harvey, Campbell R.
4
Hu, Ou
4
Piazzesi, Monika
4
Santa-Clara, Pedro
4
Tzavalis, Elias
4
Wickens, Michael R.
4
Wohar, Mark E.
4
Ang, Andrew
3
Apergēs, Nikolaos
3
Brennan, Michael J.
3
Campbell, John Y.
3
Collin-Dufresne, Pierre
3
Driessen, Joost
3
Evans, Martin D. D.
3
Ewing, Bradley T.
3
Fabozzi, Frank J.
3
Fama, Eugene F.
3
Faugère, Christophe
3
Fleckenstein, Matthias
3
French, Kenneth Ronald
3
Hördahl, Peter
3
Jagannathan, Ravi
3
Kogan, Leonid
3
Koijen, Ralph S. J.
3
Lin, Zhenguo
3
Ludvigson, Sydney C.
3
Lustig, Hanno
3
Magin, Konstantin
3
Majumdar, Anandamayee
3
McMillan, David G.
3
Nieuwerburgh, Stijn van
3
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Journal of economics & business
2
Finance research letters
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
8
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1
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
2
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
3
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
4
Alternative econometric implementations of multi-factor models of the US financial markets
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
2
,
pp. 87-111
Persistent link: https://www.econbiz.de/10009745249
Saved in:
5
The contagion effect of default risk insurer downgrades : the impact on insured municipal bonds
Brune, Chris
;
Liu, Pu
- In:
Journal of economics & business
63
(
2011
)
5
,
pp. 492-502
Persistent link: https://www.econbiz.de/10009299124
Saved in:
6
Did the repeated debt ceiling controversies embed default risk in US Treasury securities?
Liu, Pu
;
Shao, Yingying
;
Yeager, Timothy J.
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1464-1471
Persistent link: https://www.econbiz.de/10003855540
Saved in:
7
Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo
- In:
Journal of economics & business
58
(
2006
)
2
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003290028
Saved in:
8
Are treasury securities free of default?
Nippani, Srinivas
;
Liu, Pu
;
Schulman, Craig T.
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10001626027
Saved in:
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