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~language:"eng"
~person:"Cebula, Richard J."
~person:"Guidolin, Massimo"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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Zinsstruktur
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194
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55
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42
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42
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Cebula, Richard J.
Guidolin, Massimo
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
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19
Christensen, Jens H. E.
19
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ECONIS (ZBW)
23
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1
Does the cost of private debt respond to monetary policy? : heteroskedasticity-based identification in a model with regimes
Guidolin, Massimo
;
Massagli, Valentina
;
Pedio, Manuela
- In:
The European journal of finance
27
(
2021
)
18
,
pp. 1804-1833
Persistent link: https://www.econbiz.de/10013373203
Saved in:
2
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
3
The community reinvestment act and real municipal bond interest rate yields in the United States : evidence from the municipal bond market
Cebula, Richard J.
- In:
Review of regional research : a publication of the …
40
(
2020
)
1
,
pp. 3-12
Persistent link: https://www.econbiz.de/10012254578
Saved in:
4
Mildly explosive dynamics in U.S. fixed income markets
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 712-724
Persistent link: https://www.econbiz.de/10012293943
Saved in:
5
Spread between the Moody's Aaa-rated corporate bond yield and the yield on municipals : co-integration analysis
Cebula, Richard J.
;
Capener, Don
;
Foley, Maggie
; …
- In:
Atlantic economic journal : AEJ
48
(
2020
)
2
,
pp. 175-184
Persistent link: https://www.econbiz.de/10012271808
Saved in:
6
The tax-rate induced bond substitution hypothesis and the traditional textbook treatment of the relationship between tax-free and taxable bond yields
Cebula, Richard J.
;
Clark, Jeff Ray
- In:
Applied economics
52
(
2020
)
14
,
pp. 1606-1616
Persistent link: https://www.econbiz.de/10012197576
Saved in:
7
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
8
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
9
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
10
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
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