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88
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1
Political ties and the yield curve
Ambrocio, Gene
;
Hasan, Iftekhar
- In:
Economics letters
228
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014451215
Saved in:
2
Shock and awe? : bond yield responses to domestic monetary policy in a small-open economy
Nitschka, Thomas
;
Ramelet, Marc-Antoine
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461260
Saved in:
3
Optimal capital structure and credit spreads under pandemic shocks
Yao, Yanming
;
Luo, Pengfei
- In:
Economics letters
224
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014307604
Saved in:
4
Numerical fiscal rules for economic unions : the role of sovereign spreads
Hatchondo, Juan Carlos
;
Martinez, Leonardo
;
Roch, Francisco
- In:
Economics letters
210
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013171264
Saved in:
5
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
6
The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti
- In:
Economics letters
216
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
Saved in:
7
Price discovery in US money market benchmarks : LIBOR vs. SOFR
Fassas, Athanasios P.
- In:
Economics letters
204
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012607568
Saved in:
8
The SOFR and the Fed’s influence over market interest rates
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013207442
Saved in:
9
Forecasting US recessions : the role of economic uncertainty
Ercolani, Valerio
;
Natoli, Filippo
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509097
Saved in:
10
The impact of quantitative and qualitative easing on term structure : evidence from micro-level data
Hattori, Takahiro
- In:
Economics letters
195
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012510060
Saved in:
11
CDS trading and bond interest rates
Caliendo, Frank
- In:
Economics letters
174
(
2019
),
pp. 52-54
Persistent link: https://www.econbiz.de/10012121015
Saved in:
12
Inflation risk premia and risk-adjusted expectations of inflation
Casiraghi, Marco
;
Miccoli, Marcello
- In:
Economics letters
175
(
2019
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012121124
Saved in:
13
Forecasting credit losses with the reversal in credit spreads
Du, Ding
- In:
Economics letters
178
(
2019
),
pp. 95-97
Persistent link: https://www.econbiz.de/10012121648
Saved in:
14
The influence of shock signals on the change in volatility term structure
Choi, Sun-Yong
- In:
Economics letters
183
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012122602
Saved in:
15
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
16
Predetermined interest rates in an analytical RBC model
Fève, Patrick
;
Moura, Alban
;
Pierrard, Olivier
- In:
Economics letters
172
(
2018
),
pp. 12-15
Persistent link: https://www.econbiz.de/10012022068
Saved in:
17
Forecasting the yield curve using a dynamic natural cubic spline model
Feng, Pan
;
Qian, Junhui
- In:
Economics letters
168
(
2018
),
pp. 73-76
Persistent link: https://www.econbiz.de/10012016724
Saved in:
18
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:
19
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:
20
Forecasting the term structure of volatility of crude oil price changes
Balaban, Ercan
;
Lu, Shan
- In:
Economics letters
141
(
2016
),
pp. 116-118
Persistent link: https://www.econbiz.de/10011616200
Saved in:
21
Augmenting the Taylor rule : monetary policy and the bond market
Roskelley, Kenneth D.
- In:
Economics letters
144
(
2016
),
pp. 64-67
Persistent link: https://www.econbiz.de/10011617192
Saved in:
22
A re-examination of rating shopping and catering using post-crisis data on CDOs
Owlett, Robert H.
;
Yu, Fan
- In:
Economics letters
147
(
2016
),
pp. 164-167
Persistent link: https://www.econbiz.de/10011619581
Saved in:
23
Risk and return : is there an unholy cycle of ratings and yields?
Shagi, Makram el-
;
Schweinitz, Gregor von
- In:
Economics letters
129
(
2015
),
pp. 49-51
Persistent link: https://www.econbiz.de/10011421939
Saved in:
24
Prediction bias correction for dynamic term structure models
Raviv, Eran
- In:
Economics letters
129
(
2015
),
pp. 112-115
Persistent link: https://www.econbiz.de/10011422051
Saved in:
25
The zero lower bound and movements in the term structure of interest rates
Grisse, Christian
- In:
Economics letters
131
(
2015
),
pp. 66-69
Persistent link: https://www.econbiz.de/10011422639
Saved in:
26
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
27
The term structure of implied dividend yields and expected returns
Bilson, John F.
;
Kang, Sang Baum
;
Luo, Hong
- In:
Economics letters
128
(
2015
),
pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
Saved in:
28
Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia
;
Li, Jiaxiong
- In:
Economics letters
125
(
2014
)
2
,
pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
Saved in:
29
The yield spread puzzle and the information content of SPF forecasts
Lahiri, Kajal
;
Monokroussos, George
;
Zhao, Yongchen
- In:
Economics letters
118
(
2013
)
1
,
pp. 219-221
Persistent link: https://www.econbiz.de/10009706812
Saved in:
30
Measuring the stance of monetary policy in zero lower bound environments
Krippner, Leo
- In:
Economics letters
118
(
2013
)
1
,
pp. 135-138
Persistent link: https://www.econbiz.de/10009706849
Saved in:
31
High yield spreads, real economic activity, and the financial accelerator
De Pace, Pierangelo
;
Weber, Kyle D.
- In:
Economics letters
121
(
2013
)
3
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010391218
Saved in:
32
Testing the predictive power of the term structure without data snooping bias
Kao, Yi-cheng
;
Kuan, Chung-ming
;
Chen, Shikuan
- In:
Economics letters
121
(
2013
)
3
,
pp. 546-549
Persistent link: https://www.econbiz.de/10010394211
Saved in:
33
Fractional integration and the volatility of UK interest rates
Coleman, Simeon
;
Sirichand, Kavita
- In:
Economics letters
116
(
2012
)
3
,
pp. 381-384
Persistent link: https://www.econbiz.de/10009674339
Saved in:
34
Forecasting the yield curve for the Euro region
Tabak, Benjamin Miranda
;
Sollaci, A. B.
;
Gomes, G. M.
; …
- In:
Economics letters
117
(
2012
)
2
,
pp. 513-516
Persistent link: https://www.econbiz.de/10009675115
Saved in:
35
Credit spread and monetary policy
Teranishi, Yuki
- In:
Economics letters
114
(
2012
)
1
,
pp. 26-28
Persistent link: https://www.econbiz.de/10009515854
Saved in:
36
Co-monotonicity : toward a utility function capturing envy
Levy, Moshe
- In:
Economics letters
114
(
2012
)
1
,
pp. 16-19
Persistent link: https://www.econbiz.de/10009515857
Saved in:
37
Fiscal and financial determinants of Eurozone sovereign spreads
Caggiano, Giovanni
;
Greco, Luciano
- In:
Economics letters
117
(
2012
)
3
,
pp. 774-776
Persistent link: https://www.econbiz.de/10009680603
Saved in:
38
Affine Nelson-Siegel model
Alfaro, Rodrigo
- In:
Economics letters
110
(
2011
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009241656
Saved in:
39
How should the distant future be discounted when discount rates are uncertain?
Gollier, Christian
;
Weitzman, Martin L.
- In:
Economics letters
107
(
2010
)
3
,
pp. 350-353
Persistent link: https://www.econbiz.de/10008648223
Saved in:
40
How well do experts predict interbank loan rates and spreads?
Baghestani, Hamid
- In:
Economics letters
109
(
2010
)
1
,
pp. 4-6
Persistent link: https://www.econbiz.de/10008806714
Saved in:
41
Uncertainty and the yield curve
Hackworth, J. F.
- In:
Economics letters
98
(
2008
)
3
,
pp. 259-268
Persistent link: https://www.econbiz.de/10003719196
Saved in:
42
On the persistence of the Eonia spread
Hassler, Uwe
;
Nautz, Dieter
- In:
Economics letters
101
(
2008
)
3
,
pp. 184-187
Persistent link: https://www.econbiz.de/10003801231
Saved in:
43
Forecasting with the yield curve; level, slope, and output 1875 - 1997
Bordo, Michael D.
;
Haubrich, Joseph Gerard
- In:
Economics letters
99
(
2008
)
1
,
pp. 48-50
Persistent link: https://www.econbiz.de/10003723216
Saved in:
44
Monetary tightening cycles and the predictability of economic activity
Adrian, Tobias
;
Estrella, Arturo
- In:
Economics letters
99
(
2008
)
2
,
pp. 260-264
Persistent link: https://www.econbiz.de/10003723732
Saved in:
45
Real exchange rates and real interest differentials for sectoral data : a dynamic SUR approach
Kim, Jaebeom
- In:
Economics letters
97
(
2007
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10003575586
Saved in:
46
Size matters for liquidity: Evidence from EMU sovereign yield spreads
Gómez Puig, Marta
- In:
Economics letters
90
(
2006
)
2
,
pp. 156-162
Persistent link: https://www.econbiz.de/10003275734
Saved in:
47
The exchange rate-interest differential relationship in six East Asian countries
Bautista, Carlos C.
- In:
Economics letters
92
(
2006
)
1
,
pp. 137-142
Persistent link: https://www.econbiz.de/10003336534
Saved in:
48
The term structure of interest rates under regime shifts and jumps
Wu, Shu
;
Zeng, Yong
- In:
Economics letters
93
(
2006
)
2
,
pp. 215-221
Persistent link: https://www.econbiz.de/10003391916
Saved in:
49
Drift and diffusion function specification for short-term interest rates
Lee, Myoung-jae
;
Li, Wen-juan
- In:
Economics letters
86
(
2005
)
3
,
pp. 339-346
Persistent link: https://www.econbiz.de/10002680054
Saved in:
50
Financial predicators of real activity and the financial accelerator
Mody, Ashoka
;
Taylor, Mark P.
- In:
Economics letters
82
(
2004
)
2
,
pp. 167-172
Persistent link: https://www.econbiz.de/10001895389
Saved in:
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