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Journal of financial economics
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140
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ECONIS (ZBW)
116
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1
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:
2
Partisanship in loan pricing
Dagostino, Ramona
;
Gao, Janet
;
Ma, Pengfei
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462638
Saved in:
3
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:
4
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:
5
Why are commercial loan rates so sticky? : the effect of private information on loan spreads
Demiroglu, Cem
;
James, Christopher M.
;
Velioglu, Guner
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 959-972
Persistent link: https://www.econbiz.de/10013401739
Saved in:
6
Risk-free interest rates
Binsbergen, Jules H. van
;
Diamond, William F.
; …
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013350614
Saved in:
7
Treasury inconvenience yields during the COVID-19 crisis
He, Zhiguo
;
Nagel, Stefan
;
Song, Zhaogang
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10013350623
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8
It's what you say and what you buy : a holistic evaluation of the corporate credit facilities
Boyarchenko, Nina
;
Kovner, Anna
;
Shachar, Or
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 695-731
Persistent link: https://www.econbiz.de/10013413170
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9
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
10
The secured credit premium and the issuance of secured debt
Benmelech, Efraim
;
Kumar, Nitish
;
Rajan, Raghuram Govind
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 143-171
Persistent link: https://www.econbiz.de/10013482169
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11
Central bank communication and the yield curve
Leombroni, Matteo
;
Vedolin, Andrea
;
Venter, Gyuri
; …
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 860-880
Persistent link: https://www.econbiz.de/10012873067
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12
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
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13
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
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14
Unemployment and credit risk
Bai, Hang
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 127-145
Persistent link: https://www.econbiz.de/10012650661
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15
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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16
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
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17
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
18
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
19
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
20
Systematic risk, debt maturity, and the term structure of credit spreads
Chen, Hui
;
Xu, Yu
;
Yang, Jun
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 770-799
Persistent link: https://www.econbiz.de/10012693781
Saved in:
21
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
22
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
Saved in:
23
Democracy and credit
Delēs, Manthos D.
;
Hasan, Iftekhar
;
Ongena, Steven
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 571-596
Persistent link: https://www.econbiz.de/10012545690
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24
Private money creation with safe assets and term premia
Infante, Sebastian
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 828-856
Persistent link: https://www.econbiz.de/10012545736
Saved in:
25
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
26
The term structure and inflation uncertainty
Breach, Tomas
;
D'Amico, Stefania
;
Orphanides, Athanasios
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 388-414
Persistent link: https://www.econbiz.de/10012653048
Saved in:
27
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
28
Policy uncertainty and corporate credit spreads
Kaviani, Mahsa S.
;
Kryzanowski, Lawrence
;
Maleki, Hosein
; …
- In:
Journal of financial economics
138
(
2020
)
3
,
pp. 838-865
Persistent link: https://www.econbiz.de/10012654671
Saved in:
29
Fiscal policy driven bond risk premia
Bretscher, Lorenzo
;
Hsu, Alex
;
Tamoni, Andrea
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 53-73
Persistent link: https://www.econbiz.de/10012631902
Saved in:
30
Leveraged buyouts and bond credit spreads
Eisenthal-Berkovitz, Yael
;
Feldhütter, Peter
;
Vig, Vikrant
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 577-601
Persistent link: https://www.econbiz.de/10012543198
Saved in:
31
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
32
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
Saved in:
33
Channels of US monetary policy spillovers to international bond markets
Albagli, Elias
;
Ceballos, Luis
;
Claro, Sebastián
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 447-473
Persistent link: https://www.econbiz.de/10012166851
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34
Time-varying ambiguity, credit spreads, and the levered equity premium
Shi, Zhan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 617-646
Persistent link: https://www.econbiz.de/10012168652
Saved in:
35
Notes on the yield curve
Martin, W. R.
;
Ross, Stephen A.
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 669-688
Persistent link: https://www.econbiz.de/10012168669
Saved in:
36
Notes on the yield curve
Martin, Ian
;
Ross, Stephen A.
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 689-702
Persistent link: https://www.econbiz.de/10012168673
Saved in:
37
Expectation and duration at the effective lower bound
King, Thomas B.
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 736-760
Persistent link: https://www.econbiz.de/10012169410
Saved in:
38
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
39
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
40
Investment, Tobin's q, and interest rates
Lin, Xiaoji
;
Wang, Chong
;
Wang, Neng
;
Yang, Jinqiang
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 620-640
Persistent link: https://www.econbiz.de/10012051355
Saved in:
41
Cash flow duration and the term structure of equity returns
Weber, Michael
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 486-503
Persistent link: https://www.econbiz.de/10011981177
Saved in:
42
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Saved in:
43
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
44
Disagreement about inflation and the yield curve
Ehling, Paul
;
Gallmeyer, Michael F.
;
Heyerdahl-Larsen, …
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 459-484
Persistent link: https://www.econbiz.de/10011968936
Saved in:
45
Quantitative easing auctions of Treasury bonds
Song, Zhaogang
;
Zhu, Haoxiang
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 103-124
Persistent link: https://www.econbiz.de/10011969112
Saved in:
46
Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
Saved in:
47
The term structure of returns : facts and theory
Binsbergen, Jules H. van
;
Koijen, Ralph S. J.
- In:
Journal of financial economics
124
(
2017
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011751406
Saved in:
48
The term structure of credit spreads, firm fundamentals, and expected stock returns
Han, Bing
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
124
(
2017
)
1
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011751418
Saved in:
49
The advantages of using excess returns to model the term structure
Goliński, Adam
;
Spencer, Peter D.
- In:
Journal of financial economics
125
(
2017
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10011751628
Saved in:
50
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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