Similar Search Results

The forward premium puzzle : different tales from developed and emerging economies

Bansal, Ravi; Dahlquist, Magnus - In: Journal of international economics 51 (2000) 1, pp. 115-144

Persistent link: https://www.econbiz.de/10001486050

The forward premium puzzle : different tales from developed and emerging economies

Bansal, Ravi - 1999

Persistent link: https://www.econbiz.de/10013422811

An exploration of the forward premium puzzle in currency markets

Bansal, Ravi - In: The review of financial studies 10 (1997) 2, pp. 369-403

Persistent link: https://www.econbiz.de/10001220578

Essays on the term structure of interest rates and monetary policy

Dahlquist, Magnus - 1995

Persistent link: https://www.econbiz.de/10000620897

International bond risk premia

Dahlquist, Magnus; Hasseltoft, Henrik - In: Journal of international economics 90 (2013) 1, pp. 17-32

Persistent link: https://www.econbiz.de/10009751222

Regime-switching and interest rates in the European Monetary System

Dahlquist, Magnus; Gray, Stephen - In: Journal of international economics 50 (2000) 2, pp. 399-419

Persistent link: https://www.econbiz.de/10001490321

Estimating the term structure of interest rates for monetary policy analysis

Dahlquist, Magnus - In: The Scandinavian journal of economics 98 (1996) 2, pp. 163-183

Persistent link: https://www.econbiz.de/10001202145

The information in Swedish short-maturity forward rates

Jonsson, Gunnar - In: Institutions and incentives in monetary and fiscal policy, (pp. 161-182). 1995

Persistent link: https://www.econbiz.de/10001318556

The information in Swedish short-maturity forward rates

Dahlquist, Magnus - In: European economic review : EER 39 (1995) 6, pp. 1115-1131

Persistent link: https://www.econbiz.de/10001186239

International Bond Risk Premia

Dahlquist, Magnus - 2015

We find evidence for time-varying risk premia across international bond markets. Local and global factors jointly predict returns. The global factor is closely linked to US bond risk premia and international business cycles. Movements in the global factor seem to drive risk premia and expected...

Persistent link: https://www.econbiz.de/10013038602