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~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Risk premium"
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Search: subject:"expectations"
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Risk premium
Yield curve
87
Zinsstruktur
87
Geldpolitik
58
Monetary policy
58
Theorie
42
Theory
42
Estimation
41
Schätzung
41
Risikoprämie
37
Interest rate
32
Zins
32
Inflation expectations
29
Inflationserwartung
28
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23
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19
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Credit risk
17
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Phillips curve
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Phillips-Kurve
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Prognoseverfahren
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Rational expectations
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Rationale Erwartung
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12
Expectation formation
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USA
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37
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37
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37
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English
37
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Nyborg, Kjell G.
4
Berardi, Andrea
3
Hördahl, Peter
3
Plazzi, Alberto
3
Hofmann, Boris
2
Leippold, Markus
2
Moessner, Richhild
2
Shim, Ilhyock
2
Shin, Hyun Song
2
Aguilar-Argaez, Ana
1
Albagli, Elias
1
Aramonte, Sirio
1
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1
Aït-Sahalia, Yacine
1
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1
Binici, Mahir
1
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1
Chaieb, Ines
1
Chernov, Mikhail
1
Claro, Sebastián
1
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1
Creal, Drew
1
Detemple, Jérôme B.
1
Diego-Fernández, María
1
Disyatat, Piti
1
Elizondo, Rocio
1
Errunza, Vihang R.
1
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1
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1
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1
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1
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1
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1
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1
Ivashchenko, Alexey
1
Jahan-Parvar, Mohammad R.
1
Karaman, Mustafa
1
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1
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Research paper series / Swiss Finance Institute
Working papers / Bank for International Settlements
Journal of banking & finance
52
NBER working paper series
49
Journal of financial economics
44
NBER Working Paper
41
Working paper / National Bureau of Economic Research, Inc.
36
Finance and economics discussion series
29
Journal of international money and finance
29
Working paper series / European Central Bank
28
International review of economics & finance : IREF
26
Discussion papers / CEPR
25
Finance research letters
24
Journal of empirical finance
24
Management science : journal of the Institute for Operations Research and the Management Sciences
21
International review of financial analysis
20
The journal of fixed income
20
The review of financial studies
20
CESifo working papers
19
Journal of international financial markets, institutions & money
18
Discussion paper / Centre for Economic Policy Research
17
The journal of finance : the journal of the American Finance Association
17
Working papers series / Federal Reserve Bank of San Francisco
17
Staff reports / Federal Reserve Bank of New York
16
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16
ECB Working Paper
15
Journal of economic dynamics & control
15
Journal of money, credit and banking : JMCB
15
Review of finance : journal of the European Finance Association
15
Discussion paper
14
Economics letters
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IMF working papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
International journal of theoretical and applied finance
12
The quarterly journal of finance
12
Applied economics
11
Journal of monetary economics
11
Research in international business and finance
11
Temi di discussione / Banca d'Italia
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
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ECONIS (ZBW)
37
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1
The collateral spread puzzle : why do repo rates often exceed unsecured rates?
Nyborg, Kjell G.
-
2024
Persistent link: https://www.econbiz.de/10014581693
Saved in:
2
The price of money: the reserves convertibility premium over the term structure
Nyborg, Kjell G.
;
Woschitz, Jiri
-
2024
Persistent link: https://www.econbiz.de/10014486914
Saved in:
3
Economic Policy Uncertainty and the Yield Curve
Leippold, Markus
;
Matthys, Felix
-
2022
Persistent link: https://www.econbiz.de/10013192097
Saved in:
4
Term premium dynamics and its determinants : the Mexican case
Aguilar-Argaez, Ana
;
Diego-Fernández, María
; …
-
2022
Persistent link: https://www.econbiz.de/10012888236
Saved in:
5
The term structure of carbon premia
Xia, Fan Dora
;
Zulaica, Omar
-
2022
Persistent link: https://www.econbiz.de/10013453769
Saved in:
6
Modelling yields at the lower bound through regime shifts
Hördahl, Peter
;
Tristani, Oreste
-
2019
Persistent link: https://www.econbiz.de/10012131114
Saved in:
7
Inflation risk premia, yield volatility and macro factors
Berardi, Andrea
;
Plazzi, Alberto
-
2018
We incorporate a latent stochastic volatility factor and macroeconomic
expectations
in an affine model for the term …
Persistent link: https://www.econbiz.de/10011877284
Saved in:
8
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
-
2021
Persistent link: https://www.econbiz.de/10012798223
Saved in:
9
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
-
2021
Persistent link: https://www.econbiz.de/10012483506
Saved in:
10
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
-
2021
Persistent link: https://www.econbiz.de/10012483801
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