Similar Search Results - EconBiz

A microfounded model of money demand under uncertainty, and some empirical evidence

Größl, Ingrid; Tarassow, Artur - 2018

ambiguous effects w.r.t. to the impact of capital market risk as well as inflation risk, which is due to the interplay of … response to positive changes in inflation risk and capital market risk, respectively, with both effects lasting permanently. … risk-averse households. Deriving a complete solution of the optimization problem taking the intertemporal budget constraint …

Persistent link: https://www.econbiz.de/10011790638

Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio

Obadović, Milica; Petrović, Evica; Vunjak, Nenad; … - In: Economic research 29 (2016) 1, pp. 475-484

Persistent link: https://www.econbiz.de/10012221663

Identification through heteroskedasticity

Rigobón, Roberto - In: The review of economics and statistics 85 (2003) 4, pp. 777-792

Persistent link: https://www.econbiz.de/10001830036

Identification through heteroskedasticity : measuring "contagion" between Argentinean and Mexican sovereign bonds

Rigobón, Roberto - 2000

Persistent link: https://www.econbiz.de/10001448423

La hipótesis de expectativas en el mercado de CETES en México : 1990 - 1995

Galindo Paliza, Luis Miguel - In: Estudios económicos 10 (1995) 1, pp. 67-88

Persistent link: https://www.econbiz.de/10001187934

Testing the efficiency of the GIPS sovereign debt markets using an asymmetrical volatility test

Fakhry, Bachar; Richter, Christian - In: Journal of economics and political economy : JEPE 3 (2016) 3, pp. 524-535

Persistent link: https://www.econbiz.de/10011567775

Bond risk premia in a small open economy with volatile capital flows : the case of Korea

Yun, Jaeho - In: Journal of international money and finance 93 (2019), pp. 223-243

Persistent link: https://www.econbiz.de/10012138637

Macroeconomic risk and treasury bill pricing : an application of the FACTOR-ARCH model

Sill, D. Keith - 1993

Persistent link: https://www.econbiz.de/10000880334

Consumption risk and the cross-section of government bond returns

Abhyankar, Abhay; Klinkowska, Olga; Lee, Soyeon - In: Journal of empirical finance 32 (2015), pp. 180-200

Persistent link: https://www.econbiz.de/10011556815

Bond return predictability : economic value and links to the macroeconomy

Pettenuzzo, Davide; Gargano, Antonio; Timmermann, Allan - 2014

Persistent link: https://www.econbiz.de/10010505306

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