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Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence
Odusami, Babatunde Olatunji; Mansur, Iqbal - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013449348
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Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania; Tiwari, Aviral Kumar; Ferrer, Román; … - In: The North American journal of economics and finance : a … 33 (2015), pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
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Reactions of US government bond yields to explicit FOMC forward guidance
Moessner, Richhild - In: The North American journal of economics and finance : a … 33 (2015), pp. 217-233
Persistent link: https://www.econbiz.de/10011535214
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A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 32 (2015), pp. 98-123
Persistent link: https://www.econbiz.de/10011514449
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The impact of liquidity on inflation-linked bonds : a hypothetical indexed bonds approach
Auckenthaler, Julia; Kupfer, Alexander; Sendlhofer, Rupert - In: The North American journal of economics and finance : a … 32 (2015), pp. 139-154
Persistent link: https://www.econbiz.de/10011514457
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An update on EMU sovereign yield spread drivers in times of crisis : a panel data analysis
Gómez Puig, Marta; Sosvilla-Rivero, Simón; … - In: The North American journal of economics and finance : a … 30 (2014), pp. 133-153
Persistent link: https://www.econbiz.de/10010463543
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Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
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Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
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Sovereign default risk, debt uncertainty and fiscal credibility : the case of Brazil
Montes, Gabriel Caldas; Souza, Ivan - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012658803
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Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012659594