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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~subject:"Volatility"
~subject:"Öffentliche Anleihe"
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Volatility
Öffentliche Anleihe
Yield curve
233
Zinsstruktur
233
Theorie
79
Theory
79
Risikoprämie
68
Risk premium
68
Estimation
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Beetsma, Roel
2
End, Jan-Willem van den
2
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2
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2
Haan, Leo de
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Journal of financial economics
Journal of international money and finance
Journal of banking & finance
50
NBER working paper series
35
Working paper / National Bureau of Economic Research, Inc.
33
Working paper series / European Central Bank
33
Finance research letters
31
Economic modelling
30
The journal of fixed income
29
The journal of futures markets
27
NBER Working Paper
25
International review of economics & finance : IREF
23
ECB Working Paper
22
Discussion papers / CEPR
21
International journal of theoretical and applied finance
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Journal of empirical finance
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Journal of money, credit and banking : JMCB
21
The North American journal of economics and finance : a journal of financial economics studies
21
Working papers / The Levy Economics Institute
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Applied economics
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IMF working papers
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Journal of international financial markets, institutions & money
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CESifo working papers
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The review of financial studies
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Applied economics letters
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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Journal of financial and quantitative analysis : JFQA
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Economics letters
13
Finance and economics discussion series
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International review of financial analysis
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Working paper
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Working papers / Bank for International Settlements
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Emerging markets review
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Journal of international economics
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ECONIS (ZBW)
78
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1
Asset purchases and sovereign bond spreads in the euro area during the pandemic
Blotevogel, Robert
;
Hudecz, Gergely
;
Vangelista, Elisabetta
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-40
Persistent link: https://www.econbiz.de/10014451390
Saved in:
2
How quantitative easing changes the nature of sovereign risk
Broeders, Dirk
;
Haan, Leo de
;
End, Jan-Willem van den
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478081
Saved in:
3
International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
Saved in:
4
Eurozone government bond spreads : a tale of different ECB policy regimes
Eijffinger, Sylvester C. W.
;
Pieterse-Bloem, Mary
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014478239
Saved in:
5
Intermediary balance sheets and the treasury yield curve
Du, Wenxin
;
Hébert, Benjamin
;
Li, Wenhao
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462645
Saved in:
6
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
7
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:
8
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
9
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:
10
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
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