Narrow search
Showing 1 - 10 of 75
Cover Image
The effects of monetary policy on macroeconomic risk
Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; … - In: European economic review : EER 167 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015076350
Cover Image
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline; Monfort, Alain; Pegoraro, Fulvio - In: Journal of banking & finance 37 (2013) 2, pp. 389-402
Persistent link: https://www.econbiz.de/10009705647
Cover Image
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Cover Image
The correlation risk premium : international evidence
Faria, Gonçalo; Kosowski, Robert L.; Wang, Tianyu - In: Journal of banking & finance 136 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013448802
Cover Image
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Cover Image
The dynamics of spillover effects during the European sovereign debt turmoil
Alter, Adrian; Beyer, Andreas - In: Journal of banking & finance 42 (2014), pp. 134-153
Persistent link: https://www.econbiz.de/10010408412
Cover Image
Macro-expectations, aggregate uncertainty, and expected term premia
Dick, Christian D.; Schmeling, Maik; Schrimpf, Andreas - In: European economic review : EER 58 (2013), pp. 58-80
Persistent link: https://www.econbiz.de/10009713167
Cover Image
How important is asymmetric covariance for the risk premium of international assets?
Mazzotta, Stefano - In: Journal of banking & finance 32 (2008) 8, pp. 1636-1647
Persistent link: https://www.econbiz.de/10003749397
Cover Image
The R&D anomaly : risk or mispricing?
Leung, Woon Sau; Evans, Kevin P.; Mazouz, Khelifa - In: Journal of banking & finance 115 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012489196
Cover Image
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter; Gourier, Elise; Huitema, Robert; … - In: Journal of banking & finance 77 (2017), pp. 249-268
Persistent link: https://www.econbiz.de/10011814773