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Long-term foreign exchange risk premia and inflation risk
Daehwan, Kim; Moneta, Fabio - In: International review of financial analysis 78 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013253471
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Corporate yield spreads and real interest rates
Batten, Jonathan A.; Jacoby, Gady; Liao, Rose C. - In: International review of financial analysis 34 (2014), pp. 89-100
Persistent link: https://www.econbiz.de/10010528471
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Forecasting the yield curve : a statistical model with market survey data
Leite, André Luis da Silva; Gomes Filho, Romeu Braz Pereira - In: International review of financial analysis 19 (2010) 2, pp. 108-112
Persistent link: https://www.econbiz.de/10008669495
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What determines the yen swap spread?
Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor - In: International review of financial analysis 40 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
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Real rates, nominal rates, and the Fisherian link
Chu, Quentin C.; Pittman, Deborah N.; Yu, Linda Q. - In: International review of financial analysis 12 (2003) 2, pp. 189-205
Persistent link: https://www.econbiz.de/10001769983
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Impact of credit spreads, monetary policy and convergence trading on swap spreads
Chung, Hon-lun; Chan, Wai-Sum - In: International review of financial analysis 19 (2010) 2, pp. 118-126
Persistent link: https://www.econbiz.de/10008669492
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Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide; Nneji, Ogonna - In: International review of financial analysis 34 (2014), pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
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Empirical analysis of credit spread changes of US corporate bonds
Loncarski, Igor; Szilágyi, Péter G. - In: International review of financial analysis 24 (2012), pp. 12-19
Persistent link: https://www.econbiz.de/10009688187
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A yield spread perspective on the great financial crisis : break-point test evidence
Guidolin, Massimo; Tam, Yu Man - In: International review of financial analysis 26 (2013), pp. 18-39
Persistent link: https://www.econbiz.de/10009717229
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Price discovery of credit spreads in tranquil and crisis periods
Avino, Davide; Lazar, Emese; Varotto, Simone - In: International review of financial analysis 30 (2013), pp. 242-253
Persistent link: https://www.econbiz.de/10010461553