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~person:"Blommestein, Hans J."
~person:"Caporale, Guglielmo Maria"
~person:"Lustig, Hanno"
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Search: subject_exact:"Anleihe der öffentlichen Hand"
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Blommestein, Hans J.
Caporale, Guglielmo Maria
Lustig, Hanno
Afonso, António
20
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14
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12
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Mind the gap in sovereign debt markets : the U.S. Treasury basis and the dollar risk factor
Krishnamurthy, Arvind
;
Lustig, Hanno
- In:
Challenges for monetary policy : a symposium sponsored …
,
(pp. 445-507)
.
2019
Persistent link: https://www.econbiz.de/10013204446
Saved in:
3
Commentary: Mind the gap in sovereign debt markets : the U.S. Treasury basis and the dollar risk factor
Du, Wenxin
- In:
Challenges for monetary policy : a symposium sponsored …
,
(pp. 509-527)
.
2019
Persistent link: https://www.econbiz.de/10013204448
Saved in:
4
Foreign safe asset demand for US treasurys and the dollar
Jiang, Zhengyang
;
Krishnamurthy, Arvind
;
Lustig, Hanno
- In:
AEA papers and proceedings
108
(
2018
),
pp. 537-541
Persistent link: https://www.econbiz.de/10011891383
Saved in:
5
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
6
Impact of regulatory changes on government bond market liquidity
Blommestein, Hans J.
- In:
Journal of financial regulation and compliance : an …
25
(
2017
)
3
,
pp. 307-317
Persistent link: https://www.econbiz.de/10011798947
Saved in:
7
Regime-dependent determinants of Euro area sovereign CDS spreads
Blommestein, Hans J.
;
Eijffinger, Sylvester C. W.
; …
- In:
Journal of financial stability
22
(
2016
),
pp. 10-21
Persistent link: https://www.econbiz.de/10011703771
Saved in:
8
Local currency bond market development in Sub-Saharan Africa : a stock-taking exercise and analysis of key drivers
Essers, Dennis
;
Blommestein, Hans J.
;
Cassimon, Danny
; …
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10011563285
Saved in:
9
The TIPS-Treasury bond puzzle
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2151-2197
Persistent link: https://www.econbiz.de/10010489671
Saved in:
10
Fiscal spillovers in the Euro area
Caporale, Guglielmo Maria
;
Girardi, Alessandro
- In:
Journal of international money and finance
38
(
2013
),
pp. 84
Persistent link: https://www.econbiz.de/10010236212
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