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~isPartOf:"Applied financial economics"
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ECONIS (ZBW)
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1
Threshold-based forward guidance : hedging the zero bound
Boneva, Lena
;
Harrison, Richard
;
Waldron, Matt
-
2017
Persistent link: https://www.econbiz.de/10011619101
Saved in:
2
A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1361-1366
Persistent link: https://www.econbiz.de/10010460151
Saved in:
3
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
4
Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds : implications for the true after-tax spot rate
Daves, Phillip R.
;
Ehrhardt, Michael C.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 695-705
Persistent link: https://www.econbiz.de/10009231606
Saved in:
5
Unconventional fiscal policy at the zero bound
Correia, Isabel Horta
;
Farhi, Emmanuel
;
Nicolini, Juan Pablo
-
2011
Persistent link: https://www.econbiz.de/10008859077
Saved in:
6
The effects of foreign shocks when interest rates are at zero
Bodenstein, Martin
;
Erceg, Christopher J.
;
Guerrieri, Luca
-
2010
Persistent link: https://www.econbiz.de/10008668087
Saved in:
7
Fiscal policy in an expectations driven liquidity trap
Mertens, Karel
;
Ravn, Morten O.
;
Polkovnichenko, Valery
-
2010
Persistent link: https://www.econbiz.de/10008656269
Saved in:
8
Communicating policy options at the zero bound
Burkhard, Lukas
;
Fischer, Andreas M.
-
2007
Persistent link: https://www.econbiz.de/10003593204
Saved in:
9
A cointegration analysis of Danish zero-coupon bond yields
Engsted, Tom
- In:
Applied financial economics
4
(
1994
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001164678
Saved in:
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