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Government bond yield sensitivity to economic news at the zero lower bound in Canada in comparison with the UK and US
Moessner, Richhild - In: Applied financial economics 24 (2014) 10/12, pp. 739-751
Persistent link: https://www.econbiz.de/10010402588
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New insights on the US OIS spreads term structure during the recent financial turmoil
Morana, Claudio - In: Applied financial economics 24 (2014) 4/6, pp. 291-317
Persistent link: https://www.econbiz.de/10010399449
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Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander - In: Applied financial economics 24 (2014) 10/12, pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
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Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area
Arnold, Ivo J. M.; Ewijk, Saskia van - In: Applied financial economics 24 (2014) 13/15, pp. 1043-1049
Persistent link: https://www.econbiz.de/10010415961
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Sovereign risk and its changing effects on bond duration during financial crisis
Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: Applied financial economics 24 (2014) 22/24, pp. 1465-1477
Persistent link: https://www.econbiz.de/10010460096
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Sovereign credit risk dynamics in the European Monetary Union (EMU)
Patra, Theophano; Poshakwale, Sunil S.; Thomas, Vassilis - In: Applied financial economics 24 (2014) 13/15, pp. 1031-1041
Persistent link: https://www.econbiz.de/10010415304
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Causality-in-variance and causality-in-mean among European government bond markets
Li, Guangzhong; Refalo, James F.; Wu, Lifan - In: Applied financial economics 18 (2008) 18/21, pp. 1709-1720
Persistent link: https://www.econbiz.de/10003800241
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The benefits of reducing hold-out risk : evidence from the Euro CAC experiment, 2013-2018
Picarelli, Mattia; Erce, Aitor; Jiang, Xu - 2018
Persistent link: https://www.econbiz.de/10011948231
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Liquidity and tail-risk interdependencies in the euro area sovereign bond market
Clancy, Daragh; Dunne, Peter G.; Filiani, Pasquale - 2019
Persistent link: https://www.econbiz.de/10012200502
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Quantifying risks to sovereign market access : methods and challenges
Zigraiova, Diana; Erce, Aitor; Jiang, Xu - 2020
Persistent link: https://www.econbiz.de/10012200503