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~subject:"EU-Staaten"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Anleihe
2,642
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2,642
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627
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543
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Hammoudeh, Shawkat
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4
Syed Mabruk Billah
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Bernoth, Kerstin
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ECONIS (ZBW)
278
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81
Open-ended bond funds : systemic risks and policy implications
Claessens, Stijn
;
Lewrick, Ulf
- In:
BIS quarterly review : international banking and …
(
2021
),
pp. 37-51
Persistent link: https://www.econbiz.de/10013166461
Saved in:
82
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
83
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
84
Risk spillover and network connectedness analysis of China's green bond and financial markets : evidence from financial events of 2015-2020
Gao, Yang
;
Li, Yangyang
;
Wang, Yaojun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822084
Saved in:
85
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Gungor, Hasan
; …
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
Saved in:
86
The relative pricing of sovereign credit risk after the Eurozone crisis
Corvino, Raffaele
;
Ruggiero, Francesco
- In:
Journal of international money and finance
112
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012797600
Saved in:
87
A closed formula for illiquid corporate bonds and an application to the European market
Baviera, Roberto
;
Nassigh, Aldo
;
Nastasi, Emanuele
- In:
Journal of international financial markets, …
71
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012800079
Saved in:
88
Why do institutional investors buy green bonds : evidence from a survey of European asset managers
Sangiorgi, Ivan
;
Schopohl, Lisa
- In:
International review of financial analysis
75
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012804000
Saved in:
89
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
90
Cost of capital and asset characteristic value
Shen, Bill Y.
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012654837
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