Narrow search
Showing 111 - 120 of 665,085
Cover Image
On structural interpretation of the Smets-Wouters "Risk Premium" shock
Fisher, Jonas D. M. - In: Journal of money, credit and banking : JMCB 47 (2015) 2/3, pp. 511-516
Persistent link: https://www.econbiz.de/10010519123
Cover Image
Can structural models price default risk? : evidence from bond and credit derivative markets
Ericsson, Jan; Reneby, Joel; Wang, Hao - In: The quarterly journal of finance 5 (2015) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011381483
Cover Image
The liquidity premium in CDS transaction prices : do frictions matter?
Gehde-Trapp, Monika; Gündüz, Yalın; Nasev, Julia - 2015 - [This version]: August 2015
finding stands in stark contrast to corporate bond markets. Third, traders charge higher premiums as a price for liquidity … dealers for demanding liquidity. Last, inventory risk seems to matter little in explaining liquidity premiums. …
Persistent link: https://www.econbiz.de/10011308604
Cover Image
Liquidity, delistings, and credit risk premium
Kuo, Su-Wen; Huang, Chin-sheng; Jhang, Guan-Cih - In: International review of economics & finance : IREF 35 (2015), pp. 78-89
Persistent link: https://www.econbiz.de/10011333721
Cover Image
Liquidity and credit risk premia in government bond yields
Ejsing, Jacob Wellendorph; Grothe, Magdalena; Grothe, Oliver - 2012
Persistent link: https://www.econbiz.de/10009765202
Cover Image
Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks
Jaccard, Ivan - 2013
Persistent link: https://www.econbiz.de/10009765470
Cover Image
Ibbotson's default premium : risky data
Hallerbach, Winfried G.; Houweling, Patrick - In: The journal of investing 22 (2013) 2, pp. 95-105
Persistent link: https://www.econbiz.de/10009771054
Cover Image
New tips from TIPS : identifying inflation expectations and the risk premia of break-even inflation
Zeng, Zheng - In: The quarterly review of economics and finance : journal … 53 (2013) 2, pp. 125-139
Persistent link: https://www.econbiz.de/10009745247
Cover Image
Inferring default probabilities from credit spreads
Benzschawel, Terry; Assing, Andrew - In: The journal of fixed income 21 (2012) 4, pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Cover Image
An extended macro-finance model with financial factors
Dewachter, Hans; Iania, Leonardo - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1893-1916
Persistent link: https://www.econbiz.de/10009623279