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Yield curve
73
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64
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46
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34
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Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
Silvapulle, Paramsothy
;
Fenech, Jean Pierre
;
Thomasa, Alice
- In:
Economic modelling
58
(
2016
),
pp. 83-92
Persistent link: https://www.econbiz.de/10011647047
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2
Emerging market sovereign bond spreads, credit ratings and global financial crisis
Özmen, Erdal
;
Yaşar, Özge Doğanay
- In:
Economic modelling
59
(
2016
),
pp. 93-101
Persistent link: https://www.econbiz.de/10011647772
Saved in:
3
Sovereign yield curves and the COVID-19 in emerging markets
Candelon, Bertrand
;
Moura, Rubens
- In:
Economic modelling
127
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464281
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4
Macroeconomic shocks and the endogenous response of the stock market and real interest rates in a neoclassical general equilibrium model
Kong Weng Ho
- In:
Economic modelling
12
(
1995
)
1
,
pp. 28-34
Persistent link: https://www.econbiz.de/10001175636
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5
Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao
- In:
Economic modelling
51
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
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6
A term structure model under cyclical fluctuations in interest rates
Moreno, Manuel
;
Novales, Alfonso
;
Platania, Federico
- In:
Economic modelling
72
(
2018
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012100292
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7
The predictive power of the yield spread for future economic expansions : evidence from a new approach
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
Economic modelling
75
(
2018
),
pp. 181-195
Persistent link: https://www.econbiz.de/10012101473
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8
Is the credit channel alive? : firm-level evidence on the sensitivity of borrowing spreads to monetary policy
Aysun, Uluc
;
Jeon, Kiyoung
;
Kabukcuoglu, Zeynep
- In:
Economic modelling
75
(
2018
),
pp. 305-319
Persistent link: https://www.econbiz.de/10012101534
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9
Modelling European sovereign bond yields with international portfolio effects
Martin, Franck
;
Zhang, Jiangxingyun
- In:
Economic modelling
64
(
2017
),
pp. 178-200
Persistent link: https://www.econbiz.de/10011756656
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10
A bivariate Hawkes process for interest rate modeling
Hainaut, Donatien
- In:
Economic modelling
57
(
2016
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011646883
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