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~person:"Hördahl, Peter"
~person:"Kaminska, Iryna"
~person:"Renne, Jean-Paul"
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Search: subject_exact:"Zinsspread"
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15
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7
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Hördahl, Peter
Kaminska, Iryna
Renne, Jean-Paul
Chernov, Mikhail
16
Gupta, Rangan
14
Umar, Zaghum
14
Akram, Tanweer
13
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12
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11
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ECONIS (ZBW)
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1
Fiscal limits and the pricing of Eurobonds
Pallara, Kevin
;
Renne, Jean-Paul
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1216-1237
Persistent link: https://www.econbiz.de/10014513919
Saved in:
2
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
- In:
Journal of international economics
140
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014266396
Saved in:
3
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
-
2021
Persistent link: https://www.econbiz.de/10012694041
Saved in:
4
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
5
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:
6
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
7
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/10012243589
Saved in:
8
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
9
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna
;
Liu, Zhuoshi
;
Relleen, Jon
; …
- In:
Journal of banking & finance
88
(
2018
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
Saved in:
10
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 348-366
Persistent link: https://www.econbiz.de/10011920515
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