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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Yield curve
205
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Theorie
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Option pricing theory
36
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36
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Economic modelling
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
93
NBER Working Paper
83
Journal of banking & finance
78
The journal of fixed income
61
International journal of theoretical and applied finance
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Journal of international money and finance
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Journal of monetary economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Discussion papers / CEPR
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Journal of econometrics
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Staff reports / Federal Reserve Bank of New York
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Finance research letters
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
21
The European journal of finance
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CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CREATES research paper
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ECB Working Paper
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ECONIS (ZBW)
100
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1
Quantitative easing and safe asset scarcity : evidence from international bond safety premia
Christensen, Jens H. E.
;
Mirkov, Nikola
;
Zhang, Xin
-
2023
-
This version: August 15, 2023
Persistent link: https://www.econbiz.de/10014391221
Saved in:
2
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
3
International evidence on extending sovereign debt maturities
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2021
Persistent link: https://www.econbiz.de/10012626232
Saved in:
4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
5
The excess sensitivity of long-term interest rates and central bank credibility
Park, Kwangyong
- In:
Economic modelling
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013347661
Saved in:
6
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2018
Persistent link: https://www.econbiz.de/10011898966
Saved in:
7
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.
;
Martínez-García, Enrique
;
Zeng, Zheng
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
Saved in:
8
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
9
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011529415
Saved in:
10
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2015
Persistent link: https://www.econbiz.de/10010504116
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