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ECONIS (ZBW)
372
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Ho, Paul
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532129
Saved in:
3
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
4
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
Saved in:
5
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
6
Secured credit spread
Benmelech, Efraim
;
Kumar, Nitish
;
Rajan, Raghuram Govind
-
2020
Persistent link: https://www.econbiz.de/10012219774
Saved in:
7
Overpricing in China's corporate bond market
Ding, Yi
;
Xiong, Wei
;
Zhang, Jinfan
-
2020
Persistent link: https://www.econbiz.de/10012220020
Saved in:
8
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
-
2020
Persistent link: https://www.econbiz.de/10012239319
Saved in:
9
Duration-based stock valuation
Binsbergen, Jules H. van
-
2020
Persistent link: https://www.econbiz.de/10012254574
Saved in:
10
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:
11
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:
12
Treasury inconvenience yields during the COVID-19 crisis
He, Zhiguo
;
Nagel, Stefan
;
Song, Zhaogang
-
2020
Persistent link: https://www.econbiz.de/10012250590
Saved in:
13
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises
Shang, Fei
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013464713
Saved in:
14
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
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15
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
Saved in:
16
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
Saved in:
17
Risk-free interest rates
Binsbergen, Jules H. van
;
Diamond, William F.
; …
-
2019
Persistent link: https://www.econbiz.de/10012107992
Saved in:
18
Commonality in credit spread changes : dealer inventory and intermediary distress
He, Zhiguo
;
Khorrami, Paymon
;
Song, Zhaogang
-
2019
Persistent link: https://www.econbiz.de/10012169666
Saved in:
19
Low inflation : high default risk AND high equity valuations
Bhamra, Harjoat Singh
;
Dorion, Christian
;
Jeanneret, …
-
2018
Persistent link: https://www.econbiz.de/10011980017
Saved in:
20
The origins and effects of macroeconomic uncertainty
Bianchi, Francesco
;
Kung, Howard
;
Tirskikh, Mikhail
-
2018
Persistent link: https://www.econbiz.de/10011981540
Saved in:
21
The factor content of equilibrium exchange rates
Clarida, Richard H.
-
2018
Persistent link: https://www.econbiz.de/10011889330
Saved in:
22
Are interest rates really low?
Feenberg, Daniel
;
Tepper, Clinton
;
Welch, Ivo
-
2018
Persistent link: https://www.econbiz.de/10011799139
Saved in:
23
Multihorizon currency returns and purchasing power parity
Chernov, Mikhail
;
Creal, Drew
-
2018
Persistent link: https://www.econbiz.de/10011862726
Saved in:
24
The new Fama puzzle
Bussière, Matthieu
;
Chinn, Menzie David
;
Ferrara, Laurent
-
2018
Persistent link: https://www.econbiz.de/10011812918
Saved in:
25
A macroeconomic model with financially constrained producers and intermediaries
Elenev, Vadim
;
Landvoigt, Tim
;
Nieuwerburgh, Stijn van
-
2018
Persistent link: https://www.econbiz.de/10011892444
Saved in:
26
Quantitative sovereign default models and the European debt crisis
Bocola, Luigi
;
Bornstein, Gideon
;
Dovis, Alessandro
-
2018
Persistent link: https://www.econbiz.de/10011914338
Saved in:
27
Non-monetary news in central bank communication
Cieślak, Anna
;
Schrimpf, Andreas
-
2018
Persistent link: https://www.econbiz.de/10011916050
Saved in:
28
Negative interest rate policy and the yield curve
Wu, Jing Cynthia
;
Xia, Fan Dora
-
2018
Persistent link: https://www.econbiz.de/10011943969
Saved in:
29
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
Saved in:
30
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:
31
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2017
Persistent link: https://www.econbiz.de/10011684596
Saved in:
32
Sovereign risk contagion
Arellano, Cristina
;
Bai, Yan
;
Lizarazo, Sandra
-
2017
Persistent link: https://www.econbiz.de/10011779785
Saved in:
33
The L-shaped Phillips curve : theoretical justification and empirical implications
Kocherlakota, Narayana Rao
-
2017
Persistent link: https://www.econbiz.de/10011783537
Saved in:
34
The effects of quantitative easing : taking a cue from treasury auctions
Gorodnichenko, Yuriy
;
Ray, Walker
-
2017
Persistent link: https://www.econbiz.de/10011785245
Saved in:
35
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
36
European spreads at the interest rate lower bound
Coroneo, Laura
;
Pastorello, Sergio
- In:
Journal of economic dynamics & control
119
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503797
Saved in:
37
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
38
The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong
;
Kang, Kyu Ho
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
Saved in:
39
Cash flow duration and the term structure of equity returns
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011538858
Saved in:
40
The complexity of liquidity : the extraordinary case of sovereign bonds
Boudoukh, Jacob
;
Brooks, Jordan
;
Richardson, Matthew
; …
-
2016
Persistent link: https://www.econbiz.de/10011540502
Saved in:
41
Nominal rigidities in debt and product markets
Garriga, Carlos
;
Kydland, Finn E.
;
Šustek, Roman
-
2016
Persistent link: https://www.econbiz.de/10011545878
Saved in:
42
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:
43
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:
44
Term structure of uncertainty in the macroeconomy
Borovička, Jaroslav
;
Hansen, Lars Peter
-
2016
Persistent link: https://www.econbiz.de/10011515377
Saved in:
45
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
46
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
47
How does government spending news affect interest rates? : evidence from the United States
Chen, Yong
;
Liu, Dingming
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012312666
Saved in:
48
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
49
Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han
;
Fan, Xiaoyun
;
Guo, Bin
;
Zhang, Wei
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
Saved in:
50
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
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