Similar Search Results

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

Sovereign risk and asset market dynamics in the euro area

Perego, Erica - 2018

Persistent link: https://www.econbiz.de/10012060383

Financial market determinants of the real cost of funds to public corporations in the US : 2SLS and GMM findings

Cebula, Richard J.; Rossi, Fabrizio; Dajci, Fiorentina; … - In: Journal of financial economic policy 8 (2016) 1, pp. 2-12

Persistent link: https://www.econbiz.de/10011619437

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

From bond yield to macroeconomic instability : a parsimonious affine model

Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135

Persistent link: https://www.econbiz.de/10011802489

Ambiguity, nominal bond yields and real bond yields

Zhao, Guihai - 2018

Equilibrium bond-pricing models rely on inflation being bad news for future growth to generate upward-sloping nominal … about inflation and growth. Ambiguity can help resolve the puzzling fact that upward-sloping yield curves have persisted … despite positive inflation shocks changing from negative to positive news about growth in the last twenty years. Investors …

Persistent link: https://www.econbiz.de/10011864574

Disequilibrium econometrics for the Finnisch bond market

Stenius, Marianne - 1983 - Rev. ed

Persistent link: https://www.econbiz.de/10002856935

Linkages across sovereign debt markets

Arellano, Cristina; Bai, Yan - 2013

Persistent link: https://www.econbiz.de/10010200879

The microstructure of government debt markets

Holland, Allison - In: Government debt management : new trends and challenges, (pp. 209-225). 2006

Persistent link: https://www.econbiz.de/10003382821

The Microstructure of Government Securities Markets

Dattels, Peter - 1995

This paper applies the “market microstructure” literature to the specific features of government securities markets and draws implications for the strategy to develop government securities markets. It argues for an active role of the authorities in fostering the development of efficient...

Persistent link: https://www.econbiz.de/10014395858