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Yield curve
Portfolio-Management
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Hördahl, Peter
29
Christensen, Jens H. E.
22
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20
Verdelhan, Adrien
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Chernov, Mikhail
16
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15
Tristani, Oreste
15
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13
Iania, Leonardo
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Kim, Don H.
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Sarno, Lucio
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Bernoth, Kerstin
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Dai, Qiang
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Zinna, Gabriele
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Journal of banking & finance
62
NBER working paper series
52
Journal of financial economics
45
NBER Working Paper
42
Working paper / National Bureau of Economic Research, Inc.
36
Journal of international money and finance
31
International review of economics & finance : IREF
28
Working paper series / European Central Bank
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Finance research letters
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Discussion papers / CEPR
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The journal of fixed income
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Journal of empirical finance
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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CESifo working papers
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Journal of international financial markets, institutions & money
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Journal of economic dynamics & control
17
Journal of money, credit and banking : JMCB
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Working papers series / Federal Reserve Bank of San Francisco
17
International journal of theoretical and applied finance
16
Staff reports / Federal Reserve Bank of New York
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ECB Working Paper
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Review of finance : journal of the European Finance Association
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Economic modelling
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Economics letters
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IMF working papers
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly journal of finance
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Applied economics
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CESifo Working Paper Series
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Europäische Hochschulschriften / 5
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
2,670
RePEc
1
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1
Speculation
, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
Saved in:
2
Speculation
and the bond market : an empirical no-arbitrage framework
Barillas, Francisco
;
Nimark, Kristoffer P.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552
Saved in:
3
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
Saved in:
4
Equity market risk, credit risk and real investment risk
Hsu, Jason C.
-
2005
Persistent link: https://www.econbiz.de/10003380221
Saved in:
5
A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien
-
2005
Persistent link: https://www.econbiz.de/10003380904
Saved in:
6
Analysts' dividend forecasts as a basis for portfolio selection and for the calculation of market risk premia
Becker, Franziska
;
Breuer, Wolfgang
;
Gürtler, Marc
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 69-90)
.
2009
Persistent link: https://www.econbiz.de/10003944995
Saved in:
7
A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10003923938
Saved in:
8
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
9
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
10
Exchange rates and long-term bonds
Alexius, Annika
;
Sellin, Peter
- In:
The Scandinavian journal of economics
114
(
2012
)
3
,
pp. 974-990
Persistent link: https://www.econbiz.de/10009714110
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