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~person:"Collin-Dufresne, Pierre"
~person:"D'Amico, Stefania"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Collin-Dufresne, Pierre
D'Amico, Stefania
Hördahl, Peter
7
Tzavalis, Elias
7
Gupta, Rangan
6
Lustig, Hanno
6
Wohar, Mark E.
6
Wu, Chunchi
6
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5
Verdelhan, Adrien
5
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5
Zhou, Hao
5
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4
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4
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4
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4
Guidolin, Massimo
4
Guo, Bin
4
Huang, Jing-Zhi
4
Iania, Leonardo
4
Jarrow, Robert A.
4
Monfort, Alain
4
Moreno, Antonio
4
Rebonato, Riccardo
4
Rudebusch, Glenn D.
4
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4
Taboga, Marco
4
Tristani, Oreste
4
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4
Zhu, Xiaoneng
4
Zinna, Gabriele
4
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3
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3
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3
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3
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3
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Journal of financial economics
2
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2
International journal of central banking : IJCB
1
Journal of financial and quantitative analysis : JFQA
1
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
Special repo rates and the cross-section of bond prices : the role of the special collateral risk premium*
D'Amico, Stefania
;
Pancost, N. Aaron
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
1
,
pp. 117-162
Persistent link: https://www.econbiz.de/10012878874
Saved in:
2
The term structure and inflation uncertainty
Breach, Tomas
;
D'Amico, Stefania
;
Orphanides, Athanasios
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 388-414
Persistent link: https://www.econbiz.de/10012653048
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
Discussion of "the financial and macroeconomic effects of the OMT announcements
D'Amico, Stefania
- In:
International journal of central banking : IJCB
12
(
2016
)
3
,
pp. 59-68
Persistent link: https://www.econbiz.de/10011577817
Saved in:
5
On bounding credit-event risk premia
Bai, Jennie
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
28
(
2015
)
9
,
pp. 2608-2642
Persistent link: https://www.econbiz.de/10011401287
Saved in:
6
Dividend dynamics and the term structure of dividend strips
Belo, Frederico
;
Collin-Dufresne, Pierre
;
Goldstein, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
Saved in:
7
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
8
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Saved in:
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