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ECONIS (ZBW)
264
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Development of a shadow rating model
Estran, Rémy
;
Fabritus, Victor-Manuel de
;
Souchaud, Antoine
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
2
,
pp. 112-148
Persistent link: https://www.econbiz.de/10014253460
Saved in:
2
Secured credit spread
Benmelech, Efraim
;
Kumar, Nitish
;
Rajan, Raghuram Govind
-
2020
Persistent link: https://www.econbiz.de/10012219774
Saved in:
3
Overpricing in China's corporate bond market
Ding, Yi
;
Xiong, Wei
;
Zhang, Jinfan
-
2020
Persistent link: https://www.econbiz.de/10012220020
Saved in:
4
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
-
2020
Persistent link: https://www.econbiz.de/10012239319
Saved in:
5
Duration-based stock valuation
Binsbergen, Jules H. van
-
2020
Persistent link: https://www.econbiz.de/10012254574
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6
Man vs. machine learning : the term structure of earnings expectations and conditional biases
Binsbergen, Jules H. van
;
Han, Xiao
;
Lopez-Lira, Alejandro
-
2020
Persistent link: https://www.econbiz.de/10012304150
Saved in:
7
Low interest rates, policy, and the predictive content of the Yield curve
Bordo, Michael D.
;
Haubrich, Joseph Gerard
-
2020
Persistent link: https://www.econbiz.de/10012291034
Saved in:
8
Treasury inconvenience yields during the COVID-19 crisis
He, Zhiguo
;
Nagel, Stefan
;
Song, Zhaogang
-
2020
Persistent link: https://www.econbiz.de/10012250590
Saved in:
9
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
Saved in:
10
The Federal Reserve's current framework for monetary policy : a review and assessment
Eberly, Janice C.
;
Stock, James H.
;
Wright, Jonathan H.
-
2019
Persistent link: https://www.econbiz.de/10012060030
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11
Risk-free interest rates
Binsbergen, Jules H. van
;
Diamond, William F.
; …
-
2019
Persistent link: https://www.econbiz.de/10012107992
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12
Commonality in credit spread changes : dealer inventory and intermediary distress
He, Zhiguo
;
Khorrami, Paymon
;
Song, Zhaogang
-
2019
Persistent link: https://www.econbiz.de/10012169666
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13
Low inflation : high default risk AND high equity valuations
Bhamra, Harjoat Singh
;
Dorion, Christian
;
Jeanneret, …
-
2018
Persistent link: https://www.econbiz.de/10011980017
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14
The origins and effects of macroeconomic uncertainty
Bianchi, Francesco
;
Kung, Howard
;
Tirskikh, Mikhail
-
2018
Persistent link: https://www.econbiz.de/10011981540
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15
The factor content of equilibrium exchange rates
Clarida, Richard H.
-
2018
Persistent link: https://www.econbiz.de/10011889330
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16
Are interest rates really low?
Feenberg, Daniel
;
Tepper, Clinton
;
Welch, Ivo
-
2018
Persistent link: https://www.econbiz.de/10011799139
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17
Multihorizon currency returns and purchasing power parity
Chernov, Mikhail
;
Creal, Drew
-
2018
Persistent link: https://www.econbiz.de/10011862726
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18
The new Fama puzzle
Bussière, Matthieu
;
Chinn, Menzie David
;
Ferrara, Laurent
-
2018
Persistent link: https://www.econbiz.de/10011812918
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19
A macroeconomic model with financially constrained producers and intermediaries
Elenev, Vadim
;
Landvoigt, Tim
;
Nieuwerburgh, Stijn van
-
2018
Persistent link: https://www.econbiz.de/10011892444
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20
Quantitative sovereign default models and the European debt crisis
Bocola, Luigi
;
Bornstein, Gideon
;
Dovis, Alessandro
-
2018
Persistent link: https://www.econbiz.de/10011914338
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21
Non-monetary news in central bank communication
Cieślak, Anna
;
Schrimpf, Andreas
-
2018
Persistent link: https://www.econbiz.de/10011916050
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22
Negative interest rate policy and the yield curve
Wu, Jing Cynthia
;
Xia, Fan Dora
-
2018
Persistent link: https://www.econbiz.de/10011943969
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23
Taking the Cochrane-Piazzesi term structure model out of sample : more data, additional currencies, and FX implications
Hodrick, Robert J.
;
Tomunen, Tuomas
-
2018
Persistent link: https://www.econbiz.de/10011922223
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24
Post-FOMC announcement drift in U.S. bond markets
Brooks, Jordan
;
Katz, Michael
;
Lustig, Hanno
-
2018
Persistent link: https://www.econbiz.de/10011925158
Saved in:
25
Hyperbolic or exponential time discounting function? : empirical evidence using a conditional consumption capital asset pricing model
La Bruslerie, Hubert de
;
Coën, Alain
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
2
,
pp. 7-37
Persistent link: https://www.econbiz.de/10012627873
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26
Credit spread determinants : how loan officer seniority matters
Dupire, Marion
;
Lobez, Frédéric
;
Statnik, Jean-Christophe
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
3
,
pp. 139-179
Persistent link: https://www.econbiz.de/10012792337
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27
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2017
Persistent link: https://www.econbiz.de/10011684596
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28
Sovereign risk contagion
Arellano, Cristina
;
Bai, Yan
;
Lizarazo, Sandra
-
2017
Persistent link: https://www.econbiz.de/10011779785
Saved in:
29
The L-shaped Phillips curve : theoretical justification and empirical implications
Kocherlakota, Narayana Rao
-
2017
Persistent link: https://www.econbiz.de/10011783537
Saved in:
30
The effects of quantitative easing : taking a cue from treasury auctions
Gorodnichenko, Yuriy
;
Ray, Walker
-
2017
Persistent link: https://www.econbiz.de/10011785245
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31
Cash flow duration and the term structure of equity returns
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011538858
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32
The complexity of liquidity : the extraordinary case of sovereign bonds
Boudoukh, Jacob
;
Brooks, Jordan
;
Richardson, Matthew
; …
-
2016
Persistent link: https://www.econbiz.de/10011540502
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33
Nominal rigidities in debt and product markets
Garriga, Carlos
;
Kydland, Finn E.
;
Šustek, Roman
-
2016
Persistent link: https://www.econbiz.de/10011545878
Saved in:
34
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
-
2016
Persistent link: https://www.econbiz.de/10011585415
Saved in:
35
International financial adjustment in a canonical open economy growth model
Clarida, Richard H.
;
Magyari, Ildikó
-
2016
Persistent link: https://www.econbiz.de/10011567467
Saved in:
36
Term structure of uncertainty in the macroeconomy
Borovička, Jaroslav
;
Hansen, Lars Peter
-
2016
Persistent link: https://www.econbiz.de/10011515377
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37
Bond prices, yield spreads, and optimal capital structure with default risk
Leland, Hayne Ellis
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
3
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012154168
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38
The term structure of interest rates in India
Mehra, Rajnish
;
Sinha, Arunima
-
2016
Persistent link: https://www.econbiz.de/10011450383
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39
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
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40
The deposits channel of monetary policy
Drechsler, Itamar
;
Savov, Alexi
;
Schnabl, Philipp
-
2016
Persistent link: https://www.econbiz.de/10011473492
Saved in:
41
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
-
2016
Persistent link: https://www.econbiz.de/10011474685
Saved in:
42
Bond risk premia in consumption-based models
Creal, Drew
;
Wu, Jing Cynthia
-
2016
Persistent link: https://www.econbiz.de/10011476470
Saved in:
43
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011429996
Saved in:
44
Monetary policy, bond risk premia, and the economy
Ireland, Peter N.
-
2015
Persistent link: https://www.econbiz.de/10011372600
Saved in:
45
The term structure of returns : facts and theory
Binsbergen, Jules H. van
;
Koijen, Ralph S. J.
-
2015
Persistent link: https://www.econbiz.de/10011294607
Saved in:
46
Climate change and long-run discount rates : evidence from real estate
Giglio, Stefano
;
Maggiori, Matteo
;
Stroebel, Johannes
; …
-
2015
Persistent link: https://www.econbiz.de/10011427957
Saved in:
47
Forward guidance in the yield curve : short rates versus bond supplys
Greenwood, Robin
;
Hanson, Samuel G.
;
Vayanos, Dimitri
-
2015
Persistent link: https://www.econbiz.de/10011429249
Saved in:
48
The term structures of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
-
2009
Persistent link: https://www.econbiz.de/10003804273
Saved in:
49
Inflation bets or deflation hedges? : the changing risks of nominal bonds
Campbell, John Y.
;
Sunderam, Adi
;
Viceira, Luis M.
-
2009
Persistent link: https://www.econbiz.de/10003809228
Saved in:
50
Monetary policy shifts and the term structure
Ang, Andrew
;
Boivin, Jean
;
Dong, Sen
;
Loo-Kung, Rudy
-
2009
Persistent link: https://www.econbiz.de/10003876505
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