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Hördahl, Peter
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D'Amico, Stefania
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Bernoth, Kerstin
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Wei, Min
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Journal of banking & finance
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NBER working paper series
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Journal of international money and finance
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ECONIS (ZBW)
2,206
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1
Forward rates, monetary policy and the economic cycle
Ielpo, Florian
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 241-260
Persistent link: https://www.econbiz.de/10011305221
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2
Expectations, risk premia and information spanning in dynamic term structure model estimation
Guimarães, Rodrigo
-
2014
Persistent link: https://www.econbiz.de/10010356924
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3
Risk premium as an economic policy objective : the Spanish case
Pérez, Indalecio
;
Castellanos, Pablo
;
Sánchez-Santos, …
- In:
Economics and Business Letters : EBL
2
(
2013
)
3
,
pp. 94-104
Persistent link: https://www.econbiz.de/10010347119
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4
Measuring yields : arithmetic, geometric and horizon-consistent average
Dvořák, Michal
- In:
Prague economic papers : a bimonthly journal of …
25
(
2016
)
3
,
pp. 335-353
Persistent link: https://www.econbiz.de/10011535465
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5
Determinants of government bond yield spreads in EU countries
Zeman, Juraj
- In:
Ekonomický časopis : časopis pre ekonomickú …
62
(
2014
)
6
,
pp. 598-608
Persistent link: https://www.econbiz.de/10010400264
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6
A joint affine model of commodity futures and US Treasury yields
Chin, Michael
;
Liu, Zhuoshi
-
2015
Persistent link: https://www.econbiz.de/10010497510
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7
Spillovers of US unconventional monetary policy to Asia : the role of long-term interest rates
Miyajima, Ken
;
Mohanty, M. S.
;
Yetman, James
-
2014
Persistent link: https://www.econbiz.de/10010495633
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8
The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe
Zhang, Min
;
Kolkiewicz, Adam W.
;
Wirjanto, Tony S.
;
Li, …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-57
Persistent link: https://www.econbiz.de/10011403191
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9
Term structure of risk factor premiums used for pricing asset : emerging vs. developed markets
González Sánchez, Mariano
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
5
,
pp. 1339-1358
Persistent link: https://www.econbiz.de/10013167085
Saved in:
10
Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Harvie, Charles
; …
-
2021
Persistent link: https://www.econbiz.de/10012586476
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