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Yield curve
73
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73
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61
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61
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58
Risk premium
58
Monetary policy
37
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Rudebusch, Glenn D.
5
Yu, Jianfeng
3
Abel, Andrew B.
2
Altavilla, Carlo
2
Andrade, Philippe
2
Angelini, Paolo
2
Augustin, Patrick
2
Bekaert, Geert
2
Berndt, Antje
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2
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2
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2
Koijen, Ralph S. J.
2
Kozicki, Sharon
2
Lettau, Martin
2
Li, Jun
2
Ludvigson, Sydney C.
2
López, José A.
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Marshall, David Aaron
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McCallum, Bennett T.
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2
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Zhao, Shen
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1
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Journal of monetary economics
NBER working paper series
650
The journal of futures markets
599
Working paper / National Bureau of Economic Research, Inc.
595
Journal of banking & finance
545
NBER Working Paper
503
Finance research letters
405
Journal of financial economics
369
Energy economics
368
International review of financial analysis
326
International review of economics & finance : IREF
306
Discussion paper / Centre for Economic Policy Research
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The review of financial studies
279
Applied economics
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Journal of international money and finance
269
Applied financial economics
254
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The journal of finance : the journal of the American Finance Association
220
Economics letters
217
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215
Journal of empirical finance
210
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205
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190
The journal of fixed income
164
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IMF working papers
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157
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ECB Working Paper
153
Pacific-Basin finance journal
151
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
150
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149
Working paper series / European Central Bank
148
Research in international business and finance
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Journal of economic dynamics & control
142
Review of quantitative finance and accounting
140
CESifo working papers
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ECONIS (ZBW)
127
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1
Examining the bond premium puzzle with a DSGE model
Rudebusch, Glenn D.
;
Swanson, Eric T.
- In:
Journal of monetary economics
55
(
2008
),
pp. 111-126
Persistent link: https://www.econbiz.de/10003790067
Saved in:
2
Endogenous term premia and anomalies in the term structure of interest rates : explaining the predictability smile
Roberds, William
;
Whiteman, Charles H.
- In:
Journal of monetary economics
44
(
1999
)
3
,
pp. 555-580
Persistent link: https://www.econbiz.de/10001435017
Saved in:
3
Risk premia and term premia in general equilibrium
Abel, Andrew B.
- In:
Journal of monetary economics
43
(
1999
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10001391192
Saved in:
4
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
- In:
Journal of monetary economics
124
(
2021
),
pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
Saved in:
5
Monetary policy, bond risk premia, and the economy
Ireland, Peter N.
- In:
Journal of monetary economics
76
(
2015
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011569791
Saved in:
6
The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick
- In:
Journal of monetary economics
96
(
2018
),
pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
Saved in:
7
Evaluation of long-dated assets : the role of parameter uncertainty
Gollier, Christian
- In:
Journal of monetary economics
84
(
2016
),
pp. 66-83
Persistent link: https://www.econbiz.de/10011709636
Saved in:
8
Decomposing real and nominal yield curves
Abrahams, Michael
;
Adrian, Tobias
;
Crump, Richard K.
; …
- In:
Journal of monetary economics
84
(
2016
),
pp. 182-200
Persistent link: https://www.econbiz.de/10011709677
Saved in:
9
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
10
Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
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