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~person:"Caporale, Guglielmo Maria"
~person:"Lustig, Hanno"
~person:"Nguyen, Duc Khuong"
~type:"article"
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Search: subject_exact:"Anleihe der öffentlichen Hand"
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Caporale, Guglielmo Maria
Lustig, Hanno
Nguyen, Duc Khuong
Afonso, António
20
Akram, Tanweer
14
Blommestein, Hans J.
12
Zaremba, Adam
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ECONIS (ZBW)
17
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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
Reaching for yield and the diabolic loop in a monetary union
Boubaker, Sabri
;
Gounopoulos, Dimitris
;
Nguyen, Duc Khuong
- In:
Journal of international money and finance
108
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012403839
Saved in:
3
Regulatory changes and long-run relationships of the EMU sovereign debt markets : implications for future policy framework
Akyildirim, Erdinc
;
Corbet, Shaen
;
Nguyen, Duc Khuong
; …
- In:
International review of law and economics
63
(
2020
)
Persistent link: https://www.econbiz.de/10012512439
Saved in:
4
Dynamic integration and network structure of the EMU sovereign bond markets
Sensoy, Ahmet
;
Nguyen, Duc Khuong
;
Rostom, Ahmed
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 297-314)
.
2019
Persistent link: https://www.econbiz.de/10012134857
Saved in:
5
Financial development, government bond returns, and stability : international evidence
Boubaker, Sabri
;
Nguyen, Duc Khuong
;
Piljak, Vanja
; …
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 81-96
Persistent link: https://www.econbiz.de/10012128282
Saved in:
6
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
Wegener, Christoph
;
Basse, Tobias
;
Sibbertsen, Philipp
; …
- In:
Application of operations research to financial markets
,
(pp. 407-426)
.
2019
Persistent link: https://www.econbiz.de/10012160047
Saved in:
7
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:
8
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:
9
A tale of two risks in the EMU sovereign debt markets
Akyildirim, Erdinc
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
- In:
Economics letters
172
(
2018
),
pp. 102-106
Persistent link: https://www.econbiz.de/10012021929
Saved in:
10
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach
Bekiros, Stelios
;
Hammoudeh, Shawkat
;
Jammazi, Rania
; …
- In:
Applied economics
50
(
2018
)
47
,
pp. 5031-5049
Persistent link: https://www.econbiz.de/10012061678
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