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isPartOf:"Journal of monetary economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~type:"article"
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Search: subject_exact:"LIBOR market model"
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Yield curve
202
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202
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72
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65
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47
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47
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34
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Wu, Liuren
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Journal of monetary economics
Applied financial economics
Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
220
The journal of fixed income
140
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
Finance research letters
103
Journal of money, credit and banking : JMCB
93
International review of economics & finance : IREF
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85
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83
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Review of finance : journal of the European Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international economics
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ECONIS (ZBW)
202
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202
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1
Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
Saved in:
2
Generalized disappointment aversion and the variance term structure
Babiak, Mykola
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1796-1820
Persistent link: https://www.econbiz.de/10015055429
Saved in:
3
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:
4
Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
Saved in:
5
Default cycles
Cui, Wei
;
Kaas, Leo
- In:
Journal of monetary economics
117
(
2021
),
pp. 377-394
Persistent link: https://www.econbiz.de/10012602968
Saved in:
6
Delphic and odyssean monetary policy shocks : evidence from the euro area
Andrade, Philippe
;
Ferroni, Filippo
- In:
Journal of monetary economics
117
(
2021
),
pp. 816-832
Persistent link: https://www.econbiz.de/10012603261
Saved in:
7
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
- In:
Journal of monetary economics
124
(
2021
),
pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
Saved in:
8
Debt sustainability in a low interest rate world
Mehrotra, Neil R.
;
Sergeyev, Dmitriy
- In:
Journal of monetary economics
124
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013435242
Saved in:
9
Sovereign spreads in the Euro area : cross border transmission and macroeconomic implications
Bahaj, Saleem
- In:
Journal of monetary economics
110
(
2020
),
pp. 116-135
Persistent link: https://www.econbiz.de/10012494133
Saved in:
10
The dividend term structure
Kragt, Jac
;
Jong, Frank de
;
Driessen, Joost
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 829-867
Persistent link: https://www.econbiz.de/10012195621
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