//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Sovereign credit risk and exch...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Yield curve
4
Zinsstruktur
4
Credit risk
3
Estimation
3
Kreditrisiko
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Business cycle
2
CAPM
2
Country risk
2
Credit derivative
2
Geldpolitik
2
Konjunktur
2
Kreditderivat
2
Länderrisiko
2
Monetary policy
2
Public bond
2
Public debt
2
Recursive preferences
2
Sovereign credit risk
2
Term structure
2
Volatility
2
Volatilität
2
Öffentliche Anleihe
2
Öffentliche Schulden
2
Affine models
1
Affine term structure models
1
Ankündigungseffekt
1
Announcement effect
1
Asset pricing
1
Bond market
1
Business cycle phases
1
Börsenkurs
1
COVID-19
1
Capital income
1
Capital market returns
1
Central bank
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Undetermined
1
Author
All
Chernov, Mikhail
6
Song, Dongho
4
Augustin, Patrick
2
Mueller, Philippe
2
Yaron, Amir
2
Augustin, P.
1
Backus, David
1
Bansal, Ravi
1
Boyarchenko, Nina
1
Elenev, Vadim
1
Ghysels, Eric
1
Law, Tzuo Hann
1
Miller, Shane
1
Schmid, L.
1
Sokolovski, Valeri
1
Subrahmanyam, Marti G.
1
Tomio, Davide
1
more ...
less ...
Published in...
All
Journal of financial economics
NBER working paper series
28
NBER Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Discussion paper / Centre for Economic Policy Research
14
Discussion papers / CEPR
11
Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
11
The review of financial studies
10
CEPR Discussion Papers
8
NBER Working Papers
7
Journal of Econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Working papers / Department of Economics
5
Working papers / Penn Institute for Economic Research
5
Working papers / Rodney L. White Center for Financial Research
5
CIRANO Working Papers
4
Journal of Finance
4
LawFin Working Paper
4
Working Papers / Economics Department, Stern School of Business
4
Working paper / National Bureau of Economic Research, Inc
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
CESifo Working Paper
3
FRB of Philadelphia Working Paper
3
NYU Working Paper
3
PIER Working Paper
3
PIER Working Paper Archive
3
Annual review of financial economics
2
CESifo working papers
2
CFS Working Paper
2
CFS Working Paper Series
2
CFS working paper series
2
ECB Working Paper
2
Federal Reserve Bank of Kansas City Working Paper
2
Foundations and trends in finance
2
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
2
Journal of Business & Economic Statistics
2
Journal of Financial Economics
2
Journal of economic dynamics & control
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
OLC EcoSci
1
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sovereign credit risk and exchange rates : Evidence from CDS quanto spreads
Augustin, Patrick
;
Chernov, Mikhail
;
Song, Dongho
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 129-151
Persistent link: https://www.econbiz.de/10012631074
Saved in:
2
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
3
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
4
Fearing the Fed : how wall street reads main street
Elenev, Vadim
;
Law, Tzuo Hann
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
153
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015072051
Saved in:
5
In sickness and in debt : the COVID-19 impact on sovereign credit risk
Augustin, Patrick
;
Sokolovski, Valeri
;
Subrahmanyam, …
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1251-1274
Persistent link: https://www.econbiz.de/10013402171
Saved in:
6
The term structure of inflation expectations
Chernov, Mikhail
;
Mueller, Philippe
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 367-394
Persistent link: https://www.econbiz.de/10009666633
Saved in:
7
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
Saved in:
8
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Saved in:
9
The term structure of inflation expectations
Chernov, Mikhail
;
Mueller, Philippe
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 367-395
Persistent link: https://www.econbiz.de/10010013544
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->