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Implied Interest Rate Skew, Term Premiums, and the 'Conundrum'
Durham, J. Benson - 2019
The skew, irrespective of the mean and variance, of investors' interest rate expectations may affect required bond …
Persistent link: https://www.econbiz.de/10012868620
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A simple model of the long-term interest rate
Akram, Tanweer - In: Journal of Post Keynesian economics 45 (2022) 1, pp. 130-144
Persistent link: https://www.econbiz.de/10012872420
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An empirical analysis of long-term Brazilian interest rates
Akram, Tanweer; Uddin, Syed Helal - 2020
This paper empirically models the dynamics of Brazilian government bond (BGB) yields based on monthly macroeconomic …
Persistent link: https://www.econbiz.de/10012222455
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Impact of RBI's monetary policy announcements on government bond yields : evidence from the pandemic
Lakdawala, Aeimit; Pratap, Bhanu; Sengupta, Rajeswari - In: Indian economic review : official journal of Delhi … 58 (2023), pp. 261-291
Persistent link: https://www.econbiz.de/10014391773
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The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads
Adler, Michael; Song, Jeong - In: International journal of finance & economics : IJFE 15 (2010) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10008702370
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Systematic risk and yield premiums in the bond market
Fu, Liang; Murphy, Austin; Benzschawei, Terry - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
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Sovereign bond spreads and credit sensitivity
Schefer, Ricardo - 2020
Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because …
Persistent link: https://www.econbiz.de/10012307696
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Large-scale asset purchases by central banks II : empirical evidence
Bernoth, Kerstin; König, Philipp Johann; Raab, Carolin - 2015
taken by central banks in Japan, USA and UK and the empirical evidence about the impacts of these measures on financial …
Persistent link: https://www.econbiz.de/10011317932
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Targeting constant money growth at the zero lower bound
Belongia, Michael T.; Ireland, Peter N. - 2016
Persistent link: https://www.econbiz.de/10011514858
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Needed: a federal reserve exit from preferential credit allocation
White, Lawrence H. - In: The Cato journal : an interdisciplinary journal of … 36 (2016) 2, pp. 353-365
Persistent link: https://www.econbiz.de/10011558560