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Government securities
174
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174
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95
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37
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Fleming, Michael J.
4
Nguyen, Giang H.
4
Bouri, Elie
3
D'Amico, Stefania
3
Fleckenstein, Matthias
3
Gupta, Rangan
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3
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2
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Österholm, Pär
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1
Abdul, Abiodun Ibrahim
1
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
5
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ECONIS (ZBW)
174
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31
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
32
A study on the negative externality of USD liquidity : based on the asset allocation efficiency of us treasury securities
Lu, Chang Rong
;
Li, Jia Xiang
;
Yi, Sheng
- In:
The Singapore economic review
68
(
2023
)
6
,
pp. 2051-2079
Persistent link: https://www.econbiz.de/10014500384
Saved in:
33
A comment on: "Low interest rates, market power, and productivity growth"
Chikis, Craig A.
;
Goldberg, Jonathan E.
;
López-Salido, …
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
6
,
pp. 2457-2461
Persistent link: https://www.econbiz.de/10014438294
Saved in:
34
Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh
;
Huh, Sahn-Wook
;
Park, Jeayoung
- In:
Journal of empirical finance
70
(
2023
),
pp. 276-307
Persistent link: https://www.econbiz.de/10014423707
Saved in:
35
Liquidity and exchange rates : an empirical investigation
Engel, Charles
;
Wu, Steve Pak Yeung
- In:
The review of economic studies : RES
90
(
2023
)
5
,
pp. 2395-2438
Persistent link: https://www.econbiz.de/10014392021
Saved in:
36
Diminishing treasury convenience premiums : effects of dealers' excess demand and balance sheet constraints
Klingler, Sven
;
Sundaresan, Suresh M.
- In:
Journal of monetary economics
135
(
2023
),
pp. 55-69
Persistent link: https://www.econbiz.de/10014292081
Saved in:
37
Equity trading activity and treasury bond risk premia
Schraeder, Stefanie
;
Sojli, Elvira
;
Subrahmanyam, Avanidhar
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
2
,
pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
Saved in:
38
Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Xue, Jinming
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1808-1842
Persistent link: https://www.econbiz.de/10014309628
Saved in:
39
Low interest rates, market power, and productivity growth
Liu, Ernest
;
Mian, Atif
;
Sufi, Amir
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 193-221
Persistent link: https://www.econbiz.de/10012821675
Saved in:
40
Who values economist forecasts? : evidence from trading in treasury markets
James, Robert
;
Jarnecic, Elvis
;
Leung, Henry
- In:
Journal of financial intermediation
49
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013184464
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