Search Results - subject:"Term Structure of Interest Rates"

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Ask BERT : how regulatory disclosure of transition and physical climate risks affects the CDS term structure

Kölbel, Julian; Leippold, Markus; Rillaerts, Jordy; … - In: Journal of financial econometrics 22 (2024) 1, pp. 30-69

Persistent link: https://www.econbiz.de/10014526303

The term structure of equity yields : a bottom-up approach

Schröder, David - In: Review of finance : journal of the European Finance … 28 (2024) 2, pp. 661-697

Persistent link: https://www.econbiz.de/10014527221

Märkte in Kriegszeiten

Erbs, Uwe - In: Praxis der betrieblichen Finanzwirtschaft : …, (pp. 226-246). 2024

Persistent link: https://www.econbiz.de/10014527290

Monetary Policy, Segmentation, and the Term Structure

Kekre, Rohan; Lenel, Moritz; Mainardi, Federico - National Bureau of Economic Research - 2024

We develop a segmented markets model which rationalizes the effects of monetary policy on the term structure of … interest rates. When arbitrageurs' portfolio features positive duration, an unexpected rise in the short rate lowers their …

Persistent link: https://www.econbiz.de/10014528364

De facto seniority in the primary market for corporate bonds

Kim, Hyun Ju - In: Finance research letters 62 (2024) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10014530783

An affine term structure model with Fed chairs' speeches

Ko, Eunmi - In: Finance research letters 63 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014531498

Retail interest rate differentials in the Eurozone : a co-integration analysis approach

Metaxas, Kyriakos; Papapanagos, Harry; Koulakiotis, … - In: Journal of East-West business 30 (2024) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10014514542

Global geopolitical risk and the long- and short-run impacts on the returns and volatilities of US Treasuries

Jalkh, Naji; Bouri, Elie - In: Defence and peace economics 35 (2024) 3, pp. 339-366

Persistent link: https://www.econbiz.de/10014514974

Information content of credit rating affirmations

Jung, Boochun; Kausar, Asad; Kim, Byungki; Park, You-Il; … - In: Contemporary accounting research : the journal of the … 41 (2024) 1, pp. 645-678

Persistent link: https://www.econbiz.de/10014518452

Bond duration and convexity under stochastic interest rates and credit spreads

Dione, Ibrahima; Lai, Van Son - In: The journal of fixed income : JFI 33 (2023) 3, pp. 75-112

Persistent link: https://www.econbiz.de/10014533801

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