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Forecasting credit losses with the reversal in credit spreads
Du, Ding - In: Economics letters 178 (2019), pp. 95-97
Persistent link: https://www.econbiz.de/10012121648
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Optimal capital structure and credit spreads under pandemic shocks
Yao, Yanming; Luo, Pengfei - In: Economics letters 224 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014307604
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Term structure variance bounds and time varying liquidity premia
Amsler, Christine - In: Economics letters 16 (1984) 1/2, pp. 137-144
Persistent link: https://www.econbiz.de/10001826839
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Size matters for liquidity: Evidence from EMU sovereign yield spreads
Gómez Puig, Marta - In: Economics letters 90 (2006) 2, pp. 156-162
Persistent link: https://www.econbiz.de/10003275734
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The term premium, time varying interest rate volatility and central bank policy reaction
Kugler, Peter - In: Economics letters 76 (2002) 3, pp. 311-316
Persistent link: https://www.econbiz.de/10001691844
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Investigating the effects of monetary regime shifts : the case of the Federal Reserve and the shrinking risk premium
Caporale, Barbara; Caporale, Tony - In: Economics letters 80 (2003) 1, pp. 87-91
Persistent link: https://www.econbiz.de/10001764758
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Nonstationary term premia and cointegration of the term structure
Carstensen, Kai - In: Economics letters 80 (2003) 3, pp. 409-413
Persistent link: https://www.econbiz.de/10001801258
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Exchange rate returns, "news", and risk premia
Koedijk, Kees; Wolff, Christiaan Cornelis Petrus - In: Economics letters 50 (1996) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10001194154
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An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon - In: Economics letters 60 (1998) 2, pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
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What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean; Li, Simeng; Malloch, Hamish; Svec, Jiri - In: Economics letters 210 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013171301