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Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
-
2020
Persistent link: https://www.econbiz.de/10012262532
Saved in:
2
Multihorizon currency returns and purchasing power parity
Chernov, Mikhail
;
Creal, Drew
-
2018
Persistent link: https://www.econbiz.de/10011862726
Saved in:
3
International yield curves and currency puzzles
Chernov, Mikhail
;
Creal, Drew
-
2018
Persistent link: https://www.econbiz.de/10011948779
Saved in:
4
Bond risk premia in consumption-based models
Creal, Drew
;
Wu, Jing Cynthia
-
2016
Persistent link: https://www.econbiz.de/10011476470
Saved in:
5
Interest rate uncertainty and economic fluctuations
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010431316
Saved in:
6
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
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