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~person:"Caporale, Guglielmo Maria"
~person:"Chebbi, Tarek"
~person:"Lustig, Hanno"
~type:"article"
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16
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Caporale, Guglielmo Maria
Chebbi, Tarek
Lustig, Hanno
Afonso, António
20
Akram, Tanweer
14
Blommestein, Hans J.
12
Zaremba, Adam
12
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Challenges for monetary policy : a symposium sponsored by The Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, Aug. 22-24, 2019
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ECONIS (ZBW)
16
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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
The announcements of unconventional monetary policies and sovereign bond liquidity premia
Chebbi, Tarek
;
Hmedat, Waleed
- In:
Global business & economics review
29
(
2023
)
3
,
pp. 287-315
Persistent link: https://www.econbiz.de/10014388481
Saved in:
3
The pandemic emergency asset purchase and the sovereign bond market connectedness
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of monetary economics and finance …
16
(
2023
)
2
,
pp. 105-120
Persistent link: https://www.econbiz.de/10014320651
Saved in:
4
The impact of ECB's pandemic emergency asset purchase announcements on sovereign bond markets : evidence from Euro area countries
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of sustainable economy : IJSE
15
(
2023
)
3
,
pp. 367-383
Persistent link: https://www.econbiz.de/10014310574
Saved in:
5
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:
6
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:
7
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:
8
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:
9
ECB monetary policy surprises and Euro area sovereign yield spreads
Derbali, Abdelkader
;
Chebbi, Tarek
- In:
International journal of management and network …
4
(
2018
)
2
,
pp. 177-198
Persistent link: https://www.econbiz.de/10012252013
Saved in:
10
News and sovereign CDS markets : evidence from the Euro area
Chebbi, Tarek
;
Sarraj, Mounir
- In:
International journal of bonds and derivatives
3
(
2017
)
4
,
pp. 320-334
Persistent link: https://www.econbiz.de/10011877182
Saved in:
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