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subject:"Geldpolitik"
subject:"Zinsstruktur"
~person:"Gupta, Rangan"
~person:"Sarno, Lucio"
~subject:"Risikoprämie"
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Geldpolitik
Zinsstruktur
Risikoprämie
Estimation
304
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304
USA
105
United States
105
Forecasting model
92
Prognoseverfahren
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Gupta, Rangan
Sarno, Lucio
Belke, Ansgar
65
Caporale, Guglielmo Maria
37
Christiano, Lawrence J.
37
Siklos, Pierre L.
33
Leeper, Eric M.
30
Bernoth, Kerstin
29
Wolters, Jürgen
29
Gerlach, Stefan
28
Rudebusch, Glenn D.
28
Hayo, Bernd
27
Kim, Don H.
27
Eickmeier, Sandra
26
Klose, Jens
25
Lindé, Jesper
25
Schorfheide, Frank
25
Schrimpf, Andreas
25
Zhou, Hao
25
Orphanides, Athanasios
24
Castelnuovo, Efrem
23
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23
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Lütkepohl, Helmut
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Mumtaz, Haroon
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Zaremba, Adam
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Afonso, António
21
Wu, Jing Cynthia
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20
D'Amico, Stefania
20
Altavilla, Carlo
19
Bianchi, Francesco
19
Jordà, Òscar
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Zha, Tao
19
Bekaert, Geert
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ECONIS (ZBW)
58
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1
Currency risk premiums redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
The review of financial studies
37
(
2024
)
2
,
pp. 356-408
Persistent link: https://www.econbiz.de/10014528715
Saved in:
2
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
3
Currency risk premiums redux
Nucera, Federico Calogero
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014483263
Saved in:
4
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
5
The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks
Wang, Shixuan
;
Gupta, Rangan
;
Bonato, Matteo
;
Çepni, …
-
2022
Persistent link: https://www.econbiz.de/10013179591
Saved in:
6
Is real interest rate a monetary phenomenon in advanced economies? : time-varying evidence from over 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
-
2022
Persistent link: https://www.econbiz.de/10013387609
Saved in:
7
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2021
Persistent link: https://www.econbiz.de/10013187820
Saved in:
8
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
9
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
10
Risks and risk premia in the US treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014422634
Saved in:
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