Narrow search
Showing 1 - 10 of 53
Cover Image
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Cover Image
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Cover Image
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010363319
Cover Image
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta - In: Journal of empirical finance 61 (2021), pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Cover Image
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren; Hambuckers, Julien - In: Journal of empirical finance 65 (2022), pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Cover Image
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna; Roberts-Sklar, Matt - In: Journal of empirical finance 45 (2018), pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Cover Image
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi; Horny, Guillaume; Sevestre, Patrick - In: Journal of banking & finance 79 (2017), pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Cover Image
Bond and option prices with permanent shocks
Zoubi, Haitham al- - In: Journal of empirical finance 53 (2019), pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Cover Image
Is long memory necessary? : an empirical investigation of nonnegative interest rate processes
Duan, Jin-Chuan; Jacobs, Kris - In: Journal of empirical finance 15 (2008) 3, pp. 567-581
Persistent link: https://www.econbiz.de/10003759664
Cover Image
Financial dollarization : the role of foreign-owned banks and interest rates
Basso, Henrique S.; Calvo-Gonzalez, Oscar; Jurgilas, Marius - In: Journal of banking & finance 35 (2011) 4, pp. 794-806
Persistent link: https://www.econbiz.de/10009244240