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~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
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1
Time to build and
bond
risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
2
Reexamining time-varying
bond
risk premia in the post-financial crisis era
Zhang, Han
;
Fan, Xiaoyun
;
Guo, Bin
;
Zhang, Wei
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
Saved in:
3
Time to build and
bond
risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
4
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
5
Bonds, currencies and expectational errors
Granziera, Eleonora
;
Sihvonen, Markus
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532367
Saved in:
6
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
Saved in:
7
Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
Saved in:
8
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
9
On the optimal quantity of liquid bonds
Huber, Samuel
;
Kim, Jaehong
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 184-200
Persistent link: https://www.econbiz.de/10011817618
Saved in:
10
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
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