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~person:"D'Amico, Stefania"
~person:"Guo, Bin"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Zinsstruktur
Risikoprämie
8
Risk premium
8
Yield curve
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Anleihe
4
Bond
4
Capital income
4
Estimation
4
Kapitaleinkommen
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1990-2007
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2008 Financial crisis
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Affine model
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Ankündigungseffekt
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Aufsatz in Zeitschrift
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D'Amico, Stefania
Guo, Bin
Hördahl, Peter
7
Tzavalis, Elias
7
Gupta, Rangan
6
Lustig, Hanno
6
Wohar, Mark E.
6
Wu, Chunchi
6
Goldstein, Robert S.
5
Verdelhan, Adrien
5
Wang, Junbo
5
Zhou, Hao
5
Afonso, António
4
Bansal, Ravi
4
Berardi, Andrea
4
Christensen, Jens H. E.
4
Collin-Dufresne, Pierre
4
Guidolin, Massimo
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
Singleton, Kenneth J.
4
Taboga, Marco
4
Tristani, Oreste
4
Wickens, Michael R.
4
Zhu, Xiaoneng
4
Zinna, Gabriele
4
Abbritti, Mirko
3
Almeida, Caio
3
Andreasen, Martin Møller
3
Argyropoulos, Efthymios
3
Augustin, Patrick
3
Avino, Davide
3
Azad, A. S. M. Sohel
3
Bai, Jennie
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Journal of economic dynamics & control
3
International journal of central banking : IJCB
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
8
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1
The time-varying bond risk premia in China
Zhang, Han
;
Guo, Bin
;
Liu, Lanbiao
- In:
Journal of empirical finance
65
(
2022
),
pp. 51-76
Persistent link: https://www.econbiz.de/10013286400
Saved in:
2
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:
3
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
4
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:
5
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
6
Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han
;
Fan, Xiaoyun
;
Guo, Bin
;
Zhang, Wei
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
Saved in:
7
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:
8
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:
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