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The dynamic pricing of sovereign risk in emerging markets : fundamentals and risk aversion

Remolona, Eli M.; Scatigna, Michaela; Wu, Eliza - In: The journal of fixed income 17 (2007) 4, pp. 57-71

Persistent link: https://www.econbiz.de/10003729816

Remolona, Eli M.; Scatigna, Michaela; Wu, Eliza - In: BIS quarterly review : international banking and … (2007), pp. 27-39

Persistent link: https://www.econbiz.de/10003444284

Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market

Kim, Don H.; Loretan, Mico; Remolona, Eli M. - In: The international financial crisis and policy …, (pp. 318-339). 2010

Persistent link: https://www.econbiz.de/10008780043

Contagion and risk premia in the amplification of crisis : evidence from Asian names in the global CDS market

Kim, Don H.; Loretan, Mico; Remolona, Eli M. - In: Journal of Asian economics 21 (2010) 3, pp. 314-326

Persistent link: https://www.econbiz.de/10009243534

Expectations and risk premia at 8:30AM : macroeconomic announcements and the yield curve

Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2015

Persistent link: https://www.econbiz.de/10011437580

How do global investors differentiate between sovereign risks : the new normal versus the old

Amstad, Marlene; Remolona, Eli M.; Shek, Jimmy - 2016

Persistent link: https://www.econbiz.de/10011439801

What was the market's view of UK monetary policy? : Estimating inflation risk and expected inflation with indexed bonds

Remolona, Eli M.; Wickens, Michael R.; Gong, Frank Fangxiong - 1998

Persistent link: https://www.econbiz.de/10000998660

Inflation risk in the US yield curve : the usefulness of indexed bonds

Gong, Frank Fangxiong; Remolona, Eli M. - 1996

Persistent link: https://www.econbiz.de/10000982933

Uncovering inflation expectations and risk premiums from internationally integrated financial markets

Fung, Ben Siu-cheong; Mitnick, Scott; Remolona, Eli M. - 1999

Persistent link: https://www.econbiz.de/10001393124

Expectations and Risk Premia at 8 : 30am: Deciphering the Responses of Bond Yields to Macroeconomic Announcements

Hördahl, Peter - 2017

What explains the sharp movements of the yield curve in response to major U.S. macroeconomic announcements? To answer this question, we estimate an arbitrage-free dynamic term structure model with macroeconomic fundamentals as risk factors. We assume that the yield curve reacts to announcements...

Persistent link: https://www.econbiz.de/10012940945