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~person:"Afonso, António"
~person:"Crump, Richard K."
~person:"Hördahl, Peter"
~person:"Li, Huiqing"
~subject:"Zinsstruktur"
~type:"article"
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Zinsstruktur
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Afonso, António
Crump, Richard K.
Hördahl, Peter
Li, Huiqing
Akram, Tanweer
6
Christensen, Jens H. E.
5
Rudebusch, Glenn D.
5
Umar, Zaghum
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Applied economics
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
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2
On the factor structure of bond returns
Crump, Richard K.
;
Gospodinov, Nikolaj
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 295-314
Persistent link: https://www.econbiz.de/10012821679
Saved in:
3
JGBs' chronically low nominal yields : a VEC approach
Akram, Tanweer
;
Li, Huiqing
- In:
Applied economics
52
(
2020
)
53
,
pp. 5873-5893
Persistent link: https://www.econbiz.de/10012308338
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4
Budgetary decomposition and yield spreads
Afonso, António
;
Jalles, João Tovar
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
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