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Valutation, liquidity and risk in government bond markets
Favero, Carlo A. (contributor); Pagano, Marco (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002563171
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A Simple Model of Trading and Pricing RiskyAssets Under Ambiguity: Any Lessons forPolicy-Makers?
Guidolin, Massimo; Rinaldi, Francesca - Manchester Business School - 2008
The 2007-2008 financial crises has made it painfully obvious that markets may quickly turn illiquid.Moreover, recent experience has shown that distress and lack of active trading can jump “around”between seemingly unconnected parts of the financial system contributing to transforming...
Persistent link: https://www.econbiz.de/10005870697
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How does liquidity affect government bond yields?
Favero, Carlo A.; Pagano, Marco; Thadden, Ernst-Ludwig von - 2007
Persistent link: https://www.econbiz.de/10003913302
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Term structure forecasting : no-arbitrage restrictions vs. large information set
Favero, Carlo A.; Niu, Linlin; Sala, Luca - 2007
Persistent link: https://www.econbiz.de/10003913305
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Should the euro area be run as a closed economy?
Favero, Carlo A.; Giavazzi, Francesco - 2008
Persistent link: https://www.econbiz.de/10003913405
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Demographics and the econometrics of the term structure of stock market Rrisk
Favero, Carlo A.; Tamoni, Andrea - 2010
Persistent link: https://www.econbiz.de/10011334805
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Demographic trends, the dividend-price ratio and the predictability of long-run stock market returns
Favero, Carlo A.; Gozluklu, Arie E.; Tamoni, Andrea - 2010
Persistent link: https://www.econbiz.de/10011334811
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Myths and facts about the alleged over-pricing of U.S. real estate evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo; Ravazzolo, Francesco; Tortora, … - 2011
Persistent link: https://www.econbiz.de/10011337372
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Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - 2011
Persistent link: https://www.econbiz.de/10011337373
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Sovereign spreads in the euro area : which prospects for a Eurobond?
Favero, Carlo A.; Missale, Alessandro - 2011
Persistent link: https://www.econbiz.de/10011337912