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ECONIS (ZBW)
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Rare disasters, financial development, and sovereign debt
Rebelo, Sérgio
;
Wang, Neng
;
Yang, Jinqiang
-
2018
Persistent link: https://www.econbiz.de/10011983187
Saved in:
2
Risk-adjusted capital allocation and misallocation
Schmid, Lukas
;
David, Joel M.
;
Zeke, David
-
2018
Persistent link: https://www.econbiz.de/10011983206
Saved in:
3
International yield curves and currency puzzles
Chernov, Mikhail
;
Creal, Drew
-
2018
-
Revision
Persistent link: https://www.econbiz.de/10012000629
Saved in:
4
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
Saved in:
5
Expected stock returns and the correlation risk premium
Buss, Adrian
;
Schönleber, Lorenzo
;
Vilkov, Grigory
-
2018
Persistent link: https://www.econbiz.de/10011885638
Saved in:
6
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
-
2018
Persistent link: https://www.econbiz.de/10011900163
Saved in:
7
Central bank communication and the yield curve
Leombroni, Matteo
;
Vedolin, Andrea
;
Venter, Gyuri
; …
-
2018
Persistent link: https://www.econbiz.de/10011933843
Saved in:
8
Did the renewable fuel standard shift market expectations of the price of ethanol?
Baumeister, Christiane
;
Ellwanger, Reinhard
;
Kilian, Lutz
-
2017
Persistent link: https://www.econbiz.de/10011619239
Saved in:
9
Rents, technical change, and risk premia : accounting for secular trends in interest rates, returns on capital, earning yields, and factor shares
Caballero, Ricardo J.
;
Farhi, Emmanuel
;
Gourinchas, …
-
2017
Persistent link: https://www.econbiz.de/10011636255
Saved in:
10
The private production of safe assets
Kacperczyk, Marcin
;
Pérignon, Christophe
;
Vuillemey, …
-
2017
Persistent link: https://www.econbiz.de/10011708507
Saved in:
11
The private production of safe assets
Kacperczyk, Marcin
;
Pérignon, Christophe
;
Vuillemey, …
-
2017
Persistent link: https://www.econbiz.de/10011787951
Saved in:
12
Why are REITs currently so expensive?
Nieuwerburgh, Stijn van
-
2017
Persistent link: https://www.econbiz.de/10011739511
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13
The rate of return on everything, 1870-2015
Jordà, Òscar
;
Knoll, Katharina
;
Kuvshinov, Dmitry
; …
-
2017
Persistent link: https://www.econbiz.de/10011820271
Saved in:
14
Financial innovation and asset prices
Buss, Adrian
;
Uppal, Raman
-
2017
Persistent link: https://www.econbiz.de/10011817173
Saved in:
15
CoCo issuance and bank fragility
Avdjiev, Stefan
;
Bogdanova, Bilyana
;
Bolton, Patrick
; …
-
2017
Persistent link: https://www.econbiz.de/10011817175
Saved in:
16
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
-
2017
Persistent link: https://www.econbiz.de/10011670028
Saved in:
17
Reflections on the natural rate of interest, its measurement, monetary policy and the zero lower bound
Cukierman, Alex
-
2016
Persistent link: https://www.econbiz.de/10011544620
Saved in:
18
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
19
Risk premia and seasonality in commodity futures
Hevia, Constantino
;
Petrella, Ivan
;
Sola, Martin
-
2016
Persistent link: https://www.econbiz.de/10011482266
Saved in:
20
The globalization risk premium
Barrot, Jean-Noël
;
Loualiche, Erik
;
Sauvagnat, Julien
-
2016
Persistent link: https://www.econbiz.de/10011609193
Saved in:
21
The term structure and inflation uncertainty
Breach, Tomas
;
D'Amico, Stefania
;
Orphanides, Athanasios
-
2016
Persistent link: https://www.econbiz.de/10011609220
Saved in:
22
What is the expected return on a stock?
Martin, Ian
;
Wagner, Christian
-
2016
Persistent link: https://www.econbiz.de/10011586742
Saved in:
23
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
-
2016
Persistent link: https://www.econbiz.de/10011494133
Saved in:
24
Pricing assets in an economy with two types of people
Farmer, Roger E. A.
-
2016
Persistent link: https://www.econbiz.de/10011494376
Saved in:
25
Currency premia and global imbalances
Della Corte, Pasquale
;
Riddiough, Steven J.
;
Sarno, Lucio
-
2016
Persistent link: https://www.econbiz.de/10011447855
Saved in:
26
Forward guidance in the yield curve : short rates versus bond suppyl
Greenwood, Robin
;
Hanson, Samuel G.
;
Vayanos, Dimitri
-
2015
Persistent link: https://www.econbiz.de/10011440933
Saved in:
27
Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco
;
Nimark, Kristoffer P.
-
2015
Persistent link: https://www.econbiz.de/10011399218
Saved in:
28
Sovereign debt, bail-outsand contagion in a monetary union
Eijffinger, Sylvester C. W.
;
Kobielarz, Michal L.
; …
-
2015
Persistent link: https://www.econbiz.de/10010509652
Saved in:
29
Does austerity pay off?
Born, Benjamin
;
Müller, Gernot J.
;
Pfeifer, Johannes
-
2015
Persistent link: https://www.econbiz.de/10010495496
Saved in:
30
Was the classical gold standard credible on the periphery? : evidence from currency risk
Mitchener, Kris
;
Weidenmier, Marc D.
-
2015
Persistent link: https://www.econbiz.de/10010496915
Saved in:
31
Trust in the monetary authority
Bursian, Dirk
;
Faia, Ester
-
2015
Persistent link: https://www.econbiz.de/10010533073
Saved in:
32
What is the expected return on the market?
Martin, Ian
-
2015
Persistent link: https://www.econbiz.de/10011317982
Saved in:
33
Rare disasters and exchange rates
Farhi, Emmanuel
;
Gabaix, Xavier
-
2015
Persistent link: https://www.econbiz.de/10010482974
Saved in:
34
Has the pricing of stocks become more global?
Petzev, Ivan
;
Schrimpf, Andreas
;
Wagner, Alexander F.
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2015
Persistent link: https://www.econbiz.de/10011406111
Saved in:
35
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
Saved in:
36
Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
37
Momentum trading, return chasing, and predictable chrashes
Chabot, Benjamin
;
Ghysels, Eric
;
Jagannathan, Ravi
-
2014
Persistent link: https://www.econbiz.de/10010440192
Saved in:
38
Switching risk off : FX correlations and risk premia
Beber, Alessandro
;
Brandt, Michael W.
;
Cenoz, Jasone
-
2014
Persistent link: https://www.econbiz.de/10010440194
Saved in:
39
Inspecting the mechanism : leverage and the Great Recession in the eurozone
Martin, Philippe J.
;
Philippon, Thomas
-
2014
Persistent link: https://www.econbiz.de/10010461823
Saved in:
40
Nether lands
Bosker, Maarten
;
Garretsen, Harry
;
Marlet, Gerard
; …
-
2014
Persistent link: https://www.econbiz.de/10010465562
Saved in:
41
Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.
;
Mano, Rui C.
-
2014
Persistent link: https://www.econbiz.de/10010395177
Saved in:
42
Asset prices in a lifecycle economy
Farmer, Roger E. A.
-
2014
Persistent link: https://www.econbiz.de/10010363302
Saved in:
43
Nonlinearities in sovereign risk pricing : the role of CDS index contracts
Delatte, Anne-Laure
;
Fouquau, Julien
;
Portes, Richard
-
2014
Persistent link: https://www.econbiz.de/10010363535
Saved in:
44
Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter
;
Vayanos, Dimitri
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2014
Persistent link: https://www.econbiz.de/10010363538
Saved in:
45
The financial and macroeconomics effects of OMT announcements
Altavilla, Carlo
;
Giannone, Domenico
;
Lenza, Michele
-
2014
Persistent link: https://www.econbiz.de/10010382041
Saved in:
46
Financial sector reform after the crisis : has anything happened?
Schäfer, Alexander
;
Schnabel, Isabel
;
Weder, Beatrice
-
2013
Persistent link: https://www.econbiz.de/10009767417
Saved in:
47
Time variation in macro-financial linkages
Prieto, Esteban
;
Eickmeier, Sandra
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10009745589
Saved in:
48
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
2013
Persistent link: https://www.econbiz.de/10009760737
Saved in:
49
Currency risk in currency unions
Kriwoluzky, Alexander
;
Müller, Gernot J.
;
Wolff, Martin
-
2013
Persistent link: https://www.econbiz.de/10010193265
Saved in:
50
Eurozone sovereign yield spreads and diverging economic fundamentals
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
-
2013
Persistent link: https://www.econbiz.de/10009784715
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