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ECONIS (ZBW)
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5851
Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates
Chen, Cathy Yi-Hsuan
;
Chiang, Thomas C.
- In:
Review of quantitative finance and accounting
49
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011797010
Saved in:
5852
Is there an optimally diversified conglomerate? : gleaning answers from capital markets
Nejadmalayeri, Ali
;
Iyer, Subramanian Rama
;
Singh, Manohar
- In:
Review of quantitative finance and accounting
49
(
2017
)
1
,
pp. 117-158
Persistent link: https://www.econbiz.de/10011797028
Saved in:
5853
GASB mandatory disclosure rules and municipal bond yield spreads
Nejadmalayeri, Ali
;
Faircloth, Sheri
;
Wendel, Jeanne
; …
- In:
Review of quantitative finance and accounting
49
(
2017
)
2
,
pp. 379-405
Persistent link: https://www.econbiz.de/10011797088
Saved in:
5854
CEO ability heterogeneity, board's recruiting ability and credit risk
Chen, Tsung-Kang
;
Liao, Hsien-hsing
;
Chen, Wen-Hsuan
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1005-1039
Persistent link: https://www.econbiz.de/10011797586
Saved in:
5855
Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities
Li, Haitao
;
Wu, Chunchi
;
Shi, Jian
- In:
China finance review international
7
(
2017
)
2
,
pp. 134-162
Persistent link: https://www.econbiz.de/10011797776
Saved in:
5856
A macroeconomic model with financially constrained producers and intermediaries
Elenev, Vadim
;
Landvoigt, Tim
;
Nieuwerburgh, Stijn van
-
2017
Persistent link: https://www.econbiz.de/10011739872
Saved in:
5857
Do analysts' forecasts of term spread differential help predict directional change in exchange rates?
Baghestani, Hamid
;
Toled, Hugo
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011740097
Saved in:
5858
Long-run commodity prices, economic growth, and interest rates: 17th century to the present day
Harvey, David I.
;
Kellard, Neil M.
;
Madsen, Jakob Brøchner
- In:
World development : the multi-disciplinary …
89
(
2017
),
pp. 57-70
Persistent link: https://www.econbiz.de/10011740933
Saved in:
5859
The predictive ability of a risk-adjusted yield spread for economic activity in Europe
Guender, Alfred V.
;
Tolan, Bernard
- In:
Empirica : journal of european economics
44
(
2017
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011741319
Saved in:
5860
The dynamics of government bond yields in the euro zone
Akram, Tanweer
;
Das, Anupam
- In:
Annals of financial economics
12
(
2017
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011853449
Saved in:
5861
An empirical study of credit shock transmission in a small open economy
Bedock, Nathan
;
Stevanović, Dalibor
- In:
The Canadian journal of economics
50
(
2017
)
2
,
pp. 541-570
Persistent link: https://www.econbiz.de/10011817356
Saved in:
5862
Rethinking cointegration and the expectation hypothesis of the term structure
Li, Jing
;
Davis, George Keith
- In:
Journal of empirical finance
44
(
2017
),
pp. 177-189
Persistent link: https://www.econbiz.de/10011818012
Saved in:
5863
Forecasting the term structure of government bond yields in unstable environments
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
- In:
Journal of empirical finance
44
(
2017
),
pp. 209-225
Persistent link: https://www.econbiz.de/10011818024
Saved in:
5864
Bond yields and stock returns comparison using wavelet semblance analysis
Verner, Robert
;
Herbrik, Gabriel
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 281-289
Persistent link: https://www.econbiz.de/10011818346
Saved in:
5865
Impact of declining interest rates on European primary bond market
Verner, Robert
;
Remiáš, Peter
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 328-335
Persistent link: https://www.econbiz.de/10011818958
Saved in:
5866
Yield spreads, currency movements, and recession predictability for southern border economies in the United States
Fullerton, Thomas M.
;
Saenz-Rojo, Elías D.
;
Walke, Adam G.
- In:
Applied economics
49
(
2017
)
30
,
pp. 2910-2921
Persistent link: https://www.econbiz.de/10011819773
Saved in:
5867
The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V.
;
Arvanitis, Stavros E.
; …
- In:
Applied economics
49
(
2017
)
38
,
pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
Saved in:
5868
Quantitative wave model of macro-finance
Olkhov, Victor
- In:
International review of financial analysis
50
(
2017
),
pp. 143-150
Persistent link: https://www.econbiz.de/10011820662
Saved in:
5869
Linear-quadratic term structure models for negative euro area yields
Realdon, Marco
;
Boonyanet, Wachira
- In:
Economics letters
155
(
2017
),
pp. 149-153
Persistent link: https://www.econbiz.de/10011821635
Saved in:
5870
Risk aversion, uncertainty, and monetary policy in zero lower bound environments
Hahn, Jaehoon
;
Jang, Woon Wook
;
Kim, Seong Jin
- In:
Economics letters
156
(
2017
),
pp. 118-122
Persistent link: https://www.econbiz.de/10011822385
Saved in:
5871
When does relationship lending start to pay?
López-Espinosa, Germán
;
Mayordomo, Sergio
;
Moreno, Antonio
- In:
Journal of financial intermediation
31
(
2017
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011822425
Saved in:
5872
Open market operation effectiveness in China
Qiao, Zheng
;
Liu, Yangshu
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1706-1719
Persistent link: https://www.econbiz.de/10011824430
Saved in:
5873
Implicit inflation and risk premiums in the Brazilian fixed income market
Mariani, Lucas Argentieri
;
Laurini, Márcio Poletti
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1836-1853
Persistent link: https://www.econbiz.de/10011824783
Saved in:
5874
The politics of sovereign credit spreads
Smaoui, Houcem
;
Boubakri, Narjess
;
Cosset, Jean-Claude
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1894-1922
Persistent link: https://www.econbiz.de/10011824833
Saved in:
5875
Time varying contagion in EMU government bond spreads
Leschinski, Christian
;
Bertram, Philip
- In:
Journal of financial stability
29
(
2017
),
pp. 72-91
Persistent link: https://www.econbiz.de/10011825580
Saved in:
5876
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
5877
Low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo
;
Giannone, Domenico
;
Modugno, Michele
- In:
Journal of monetary economics
92
(
2017
),
pp. 31-46
Persistent link: https://www.econbiz.de/10011799571
Saved in:
5878
A lattice framework with smooth convergence for pricing real estate derivatives with stochastic interest rate
Zou, Dong
;
Gong, Pu
- In:
The journal of real estate finance and economics
55
(
2017
)
2
,
pp. 242-263
Persistent link: https://www.econbiz.de/10011800538
Saved in:
5879
International yield curve prediction with common functional principal component analysis
Zhang, Jiejie
;
Chen, Ying
;
Klotz, Stefan
;
Lim, Kian-Guan
- In:
Robustness in econometrics
,
(pp. 287-304)
.
2017
Persistent link: https://www.econbiz.de/10011801353
Saved in:
5880
The real miss-specification in the forward rate premium puzzle
Sinha, Amit K.
;
Horvath, Philip A.
;
Scott, Robert C.
- In:
Journal of economics and finance
41
(
2017
)
3
,
pp. 463-473
Persistent link: https://www.econbiz.de/10011802144
Saved in:
5881
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Saved in:
5882
Asymmetric causality between exchange rate and interest rate differentials : a test of international capital mobility
Jauhari Dahalan
;
Mohammed, Umar
- In:
International journal of globalisation and small …
9
(
2017
)
1
,
pp. 70-79
Persistent link: https://www.econbiz.de/10011803124
Saved in:
5883
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 511-553
Persistent link: https://www.econbiz.de/10011803275
Saved in:
5884
Co-movement of exchange rates with interest rate differential, risk premium and FED policy in "fragile economies"
Özmen, M. Utku
;
Yılmaz, Erdal
- In:
Emerging markets review
33
(
2017
),
pp. 173-188
Persistent link: https://www.econbiz.de/10011803341
Saved in:
5885
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
5886
The new market for treasury floating rate notes
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011803808
Saved in:
5887
Long-run risk and money market rates : an empirical assessment
D'Addona, Stefano
- In:
Macroeconomic dynamics
21
(
2017
)
4
,
pp. 1096-1117
Persistent link: https://www.econbiz.de/10011805440
Saved in:
5888
No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate
Ji, Xiaoyu
;
Ke, Hua
- In:
Fuzzy optimization and decision making : a journal of …
16
(
2017
)
2
,
pp. 221-234
Persistent link: https://www.econbiz.de/10011805600
Saved in:
5889
Bayesian testing for short term interest rate models
Zhang, Yonghui
;
Chen, Zhongtian
;
Li, Yong
- In:
Finance research letters
20
(
2017
),
pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
Saved in:
5890
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
5891
Term-structure modelling at the zero lower bound : implications for estimating the forward term premium
Chung, Tsz Kin
;
Hui, Cho H.
;
Li, Ka Fai
- In:
Finance research letters
21
(
2017
),
pp. 100-106
Persistent link: https://www.econbiz.de/10011807514
Saved in:
5892
Sovereign bond markets and financial volatility dynamics : panel-GARCH evidence for six euro area countries
Ribeiro, Pedro Pires
;
Cermeño, Rodolfo
;
Curto, José Dias
- In:
Finance research letters
21
(
2017
),
pp. 107-114
Persistent link: https://www.econbiz.de/10011807517
Saved in:
5893
Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?
Kinateder, Harald
;
Hofstetter, Benedikt
;
Wagner, Niklas F.
- In:
Finance research letters
21
(
2017
),
pp. 144-150
Persistent link: https://www.econbiz.de/10011807738
Saved in:
5894
Real rate swaption and zero coupon inflation index swaption
Kamtchueng, Christian
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10011807756
Saved in:
5895
Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
Bousalam, Issam
;
Hamzaoui, Moustapha
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10011807765
Saved in:
5896
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
5897
Nonlinear impacts of debt ratio and term spread on inward FDI performance persistence
Wu, Po-Chin
;
Chang, Chia-Jui
- In:
Economia politica : journal of analytical and …
34
(
2017
)
3
,
pp. 369-388
Persistent link: https://www.econbiz.de/10011809695
Saved in:
5898
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
5899
Threshold effects in the relationship between interest rate and financial inclusion in Nigeria
Evans, Olaniyi
- In:
Journal of economics and business research
23
(
2017
)
1
,
pp. 7-22
Persistent link: https://www.econbiz.de/10011868843
Saved in:
5900
Significant difference in the yields of sukuk bonds versus conventional bonds
Ariff, Mohamed
;
Chazi, A.
;
Safari, M.
;
Zarei, A.
- In:
Journal of emerging market finance
16
(
2017
)
2
,
pp. 115-135
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