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Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin; Kang, Kyu Ho - In: Journal of banking & finance 153 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper; Kjær, Mads Markvart; … - In: Journal of banking & finance 155 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
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Bank behavior based on internal credit ratings of borrowers
Machauer, Achim - In: Journal of banking & finance 22 (1998) 10, pp. 1355-1383
Persistent link: https://www.econbiz.de/10001338694
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Credit spreads : an empirical analysis on the informational content of stocks, bonds, and CDS
Forte, Santiago; Peña Sánchez de Rivera, Juan Ignacio - In: Journal of banking & finance 33 (2009) 11, pp. 2013-2025
Persistent link: https://www.econbiz.de/10003892177
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Unobservable systematic risk, economic activity and stock market
De Santis, Roberto A. - In: Journal of banking & finance 97 (2018), pp. 51-69
Persistent link: https://www.econbiz.de/10011967305
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Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of banking & finance 36 (2012) 7, pp. 2026-2047
Persistent link: https://www.econbiz.de/10009629698
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Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela; Puigvert Gutiérrez, Josep Maria - In: Journal of banking & finance 48 (2014), pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
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Dissecting long-term Bund yields in the run-up to the ECB's public sector purchase programme
Lemke, Wolfgang; Werner, Thomas - In: Journal of banking & finance 111 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012221020
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Decomposing global yield curve co-movement
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - In: Journal of banking & finance 106 (2019), pp. 500-513
Persistent link: https://www.econbiz.de/10012224340
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Term structure linkages surrounding the Plaza and Louvre accords : evidence from Euro-rates and long-memory components
Patel, Ajay; Shoesmith, Gary L. - In: Journal of banking & finance 28 (2004) 9, pp. 2051-2075
Persistent link: https://www.econbiz.de/10002153110