Narrow search
Showing 51 - 60 of 90
Cover Image
Bayesian analysis of coefficient instability in dynamic regressions
Ciapanna, Emanuela; Taboga, Marco - 2011
Persistent link: https://www.econbiz.de/10009549766
Cover Image
Bond risk premia, macroeconomic fundamentals and the exchange rate
Pericoli, Marcello; Taboga, Marco - In: International review of economics & finance : IREF 22 (2012) 1, pp. 42-65
Persistent link: https://www.econbiz.de/10009618709
Cover Image
Recent estimates of sovereign risk premia for euro-area countries
Di Cesare, Antonio; Grande, Giuseppe; Manna, Michele; … - 2012
Persistent link: https://www.econbiz.de/10009740520
Cover Image
What is a prime bank? :a Euribor-OIS spread perspective
Taboga, Marco - 2013
Persistent link: https://www.econbiz.de/10010351220
Cover Image
Canonical term-structure models with observable factors and the dynamics of bond risk premia
Pericoli, Marcello; Taboga, Marco - In: Journal of money, credit and banking : JMCB 40 (2008) 7, pp. 1471-1488
Persistent link: https://www.econbiz.de/10003761419
Cover Image
The role of rating agencies : implications for the financial system and central banks' efforts to reduce their reliance
Alessandri, Piergiorgio; Bignami, Martina; Corsello, … - In: Financial Risk Management and Climate Change Risk : The …, (pp. 139-161). 2023
Persistent link: https://www.econbiz.de/10014369670
Cover Image
Macro-finance VARs and bond risk premia: A caveat
Taboga, Marco - In: Review of financial economics : RFE 18 (2009) 4, pp. 163-171
Persistent link: https://www.econbiz.de/10008306490
Cover Image
PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; … - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 487
Persistent link: https://www.econbiz.de/10008270129
Cover Image
Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia
Pericoli, Marcello; Taboga, Marco - In: Journal of money, credit and banking : JMCB 40 (2008) 7, pp. 1471-1488
Persistent link: https://www.econbiz.de/10008104718
Cover Image
Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia
Pericoli, Marcello - 2008
We derive a canonical representation for the no-arbitrage discrete-time term structure models with both observable and unobservable state variables, popularized by Ang and Piazzesi (2003). We conduct a specification analysis based on this canonical representation and we analyze how alternative...
Persistent link: https://www.econbiz.de/10012770464