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Macro-finance VARs and bond risk premia: a caveat

Taboga, Marco - In: Review of financial economics : RFE 18 (2009) 4, pp. 163-171

Persistent link: https://www.econbiz.de/10003921408

Bond risk premia, macroeconomic fundamentals and the exchange rate

Pericoli, Marcello; Taboga, Marco - 2009

Persistent link: https://www.econbiz.de/10003940233

A composite indicator of sovereign bond market liquidity in the euro area

Poli, Riccardo; Taboga, Marco - 2021

Persistent link: https://www.econbiz.de/10012887900

Bond risk premia, macroeconomic fundamentals and the exchange rate

Pericoli, Marcello; Taboga, Marco - In: International review of economics & finance : IREF 22 (2012) 1, pp. 42-65

Persistent link: https://www.econbiz.de/10009618709

Canonical term-structure models with observable factors and the dynamics of bond risk premia

Pericoli, Marcello; Taboga, Marco - In: Journal of money, credit and banking : JMCB 40 (2008) 7, pp. 1471-1488

Persistent link: https://www.econbiz.de/10003761419

A Composite Indicator of Sovereign Bond Market Liquidity in the Euro Area

Poli, Riccardo; Taboga, Marco - 2022

We propose a methodology to build and validate a composite indicator of the market liquidity of euro-area sovereign bonds. The indicator aggregates several metrics from different trading venues, with the aim of providing a comprehensive measurement of prevailing bond-market liquidity conditions...

Persistent link: https://www.econbiz.de/10013307756

Canonical term-structure models with oberservable factors and the dynamics of bond risk premiums

Pericoli, Marcello - 2006

Persistent link: https://www.econbiz.de/10013439491