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Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Wu, Jason J.; Game, Aaron L. - 2011
Persistent link: https://www.econbiz.de/10009405709
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The cross section of money market fund risks and financial crises
McCabe, Patrick E. - 2010
Persistent link: https://www.econbiz.de/10008670000
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The housing crisis and state and local government tax revenue : five channels
Lutz, Byron F.; Molloy, Raven S.; Shan, Hui - 2010
Persistent link: https://www.econbiz.de/10008696460
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Does realized volatility help bond yield density prediction?
Shin, Minchul; Zhong, Molin - 2015 - This version: September 19, 2015
forecasting. To do so, we develop a general estimation approach to incorporate volatility proxy information into dynamic factor …
Persistent link: https://www.econbiz.de/10011499535
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Nominal rigidities and the term structures of equity and bond returns
Lopez, Pier; López-Salido, José David; … - 2015
Persistent link: https://www.econbiz.de/10011409516
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An empirical analysis of bond recovery rates : exploring a stuctural view of default
Covitz, Daniel M.; Han, Song - 2005
Persistent link: https://www.econbiz.de/10002634054
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International yield spillovers
Kim, Don H.; Ochoa, Marcelo - 2020
Persistent link: https://www.econbiz.de/10012437922
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The effects of war risk on US financial markets
Rigobón, Roberto; Sack, Brian - 2003
a heteroskedasticity-based estimation technique. The results indicate that increases in what we call the "war risk …
Persistent link: https://www.econbiz.de/10001759421
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A review of backtesting and backtesting procedures
Campbell, Sean D. - 2005
Persistent link: https://www.econbiz.de/10002798350
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Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim - 2023 - This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739