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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Emerging economies"
~subject:"Theorie"
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Search: subject_exact:"Yield spread"
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Emerging economies
Theorie
Yield curve
264
Zinsstruktur
264
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69
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Collin-Dufresne, Pierre
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Cao, Shuo
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Journal of empirical finance
Journal of international money and finance
The journal of finance : the journal of the American Finance Association
NBER working paper series
102
Working paper / National Bureau of Economic Research, Inc.
97
NBER Working Paper
85
Journal of banking & finance
80
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
115
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1
The long-run impact of sovereign yields on corporate yields in emerging markets
Li, Delong
;
Magud, Nicolas
;
Werner, Alejandro M.
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248777
Saved in:
2
Financial frictions in macroeconomics
Christiano, Lawrence
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013433613
Saved in:
3
How do oil prices affect emerging market sovereign bond spreads?
Chen, Shiu-sheng
;
Huang, Shiangtsz
;
Lin, Tzu-Yu
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013438370
Saved in:
4
Foreign participation in local currency government bond markets in emerging Asia : benefits and pitfalls to market stability
Ho, Ho Cheung
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013438372
Saved in:
5
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
6
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
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7
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Saved in:
8
What does a term structure model imply about very long-term interest rates?
Balter, Anne G.
;
Pelsser, Antoon André Jean
;
Schotman, …
- In:
Journal of empirical finance
62
(
2021
),
pp. 202-219
Persistent link: https://www.econbiz.de/10012693395
Saved in:
9
Mortgage spreads, asset prices, and business cycles in emerging countries
Horvath, Jaroslav
;
Rothman, Philip
- In:
Journal of international money and finance
115
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013207128
Saved in:
10
Is convexity efficiently priced? : evidence from international swap markets
Rebonato, Riccardo
;
Ronzani, Riccardo
- In:
Journal of empirical finance
63
(
2021
),
pp. 392-413
Persistent link: https://www.econbiz.de/10013259275
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