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Testing the expectations hypothesis with survey forecasts : the impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
Stillwagon, Josh R. - In: Journal of international financial markets, … 35 (2015), pp. 85-101
Persistent link: https://www.econbiz.de/10011474715
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US term structure and international stock market volatility : the role of the expectations factor and the maturity premium
Li, Matthew C. - In: Journal of international financial markets, … 41 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011475874
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What explains deviations in the unbiased expectations hypothesis? : market irrationality vs. the peso problem
Chen, Cathy Yi-Hsuan; Kuo, I.-doun; Chiang, Thomas C. - In: Journal of international financial markets, … 30 (2014), pp. 172-190
Persistent link: https://www.econbiz.de/10011293770
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Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
Antonakakis, Nikolaos; Vergos, Konstantinos - In: Journal of international financial markets, … 26 (2013), pp. 258-272
Persistent link: https://www.econbiz.de/10010234872
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External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching
Tillmann, Peter - In: Journal of international financial markets, … 14 (2004) 5, pp. 439-454
Persistent link: https://www.econbiz.de/10002186669
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The term structure of deviations from the interest parity
Drakos, Kōnstantinos - In: Journal of international financial markets, … 13 (2003) 1, pp. 57-67
Persistent link: https://www.econbiz.de/10001723753
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The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads
Ji, Philip Inyeob; In, Francis Haeuck - In: Journal of international financial markets, … 20 (2010) 5, pp. 575-589
Persistent link: https://www.econbiz.de/10009247741
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Quantitative easing, credibility and the time-varying dynmics of the term structure of interest rate in Japan
Kagraoka, Yusho; Moussa, Zakaria - In: Journal of international financial markets, … 25 (2013), pp. 181-201
Persistent link: https://www.econbiz.de/10009762795
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The information in the Mexican term structure of interest rates : capital market implications
González, Jorge G.; Spencer, Roger W.; Walz, Daniel T. - In: Journal of international financial markets, … 9 (1999) 2, pp. 149-161
Persistent link: https://www.econbiz.de/10001402169
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The cross-border credit channel and lending standards surveys
Filardo, Andrew J.; Siklos, Pierre L. - In: Journal of international financial markets, … 67 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012495861