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~person:"D'Amico, Stefania"
~person:"Goldreich, David"
~person:"Guo, Mengmeng"
~person:"Kim, Don H."
~person:"Krishnamurthy, Arvind"
~person:"Lo, Ingrid"
~person:"Vega, Clara"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Risk premium"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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D'Amico, Stefania
Goldreich, David
Guo, Mengmeng
Kim, Don H.
Krishnamurthy, Arvind
Lo, Ingrid
Vega, Clara
Bali, Turan G.
4
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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
Are US treasury bonds still a safe haven?
He, Zhiguo
;
Krishnamurthy, Arvind
- In:
NBER reporter online
(
2020
)
3
,
pp. 20-24
Persistent link: https://www.econbiz.de/10012307927
Saved in:
3
Macroeconomic news announcements and market efficiency : evidence from the US Treasury market
Lin, Hai
;
Lo, Ingrid
;
Qiao, Rui
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013256331
Saved in:
4
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:
5
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
6
Private information flow and price discovery in the US treasury market
Jiang, George J.
;
Lo, Ingrid
- In:
Journal of banking & finance
47
(
2014
),
pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
Saved in:
7
Flow and stock effects of large-scale treasury purchases : evidence on the importance of local supply
D'Amico, Stefania
;
King, Thomas B.
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 425-448
Persistent link: https://www.econbiz.de/10009749331
Saved in:
8
Information shocks, liquidity shocks, jumps, and price discovery : evidence from the US treasury market
Jiang, George J.
;
Lo, Ingrid
;
Verdelhan, Adrien
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
2
,
pp. 527-551
Persistent link: https://www.econbiz.de/10009153191
Saved in:
9
The price of future liquidity : time-varying liquidity in the U.S. treasury market
Goldreich, David
;
Hanke, Bernd
;
Nath, Purnendu
- In:
Review of finance : journal of the European Finance …
9
(
2005
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10002866900
Saved in:
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