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1
The determinants of liquidity commonality in the Euro-area sovereign bond market
Panagiotou, Panagiotis
;
Jiang, Xu
;
Gavilán, Ángel
- In:
The European journal of finance
29
(
2023
)
10
,
pp. 1144-1186
Persistent link: https://www.econbiz.de/10014322992
Saved in:
2
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
Chen, Son-nan
;
Hsu, Pao-Peng
;
Liang, Kuo-yuan
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10014547348
Saved in:
3
Bond default risk transmission through a common underwriter : evidence from China
Zhang, Chunqiang
;
Zhu, Tingyuan
;
Gao, Xi
;
Chan, Kam C.
; …
- In:
The European journal of finance
30
(
2024
)
12
,
pp. 1345-1361
Persistent link: https://www.econbiz.de/10014636554
Saved in:
4
Redenomination risk in eurozone corporate bond spreads
Bleaney, Michael F.
;
Veleanu, Veronica
- In:
The European journal of finance
27
(
2021
)
13
,
pp. 1303-1325
Persistent link: https://www.econbiz.de/10012653094
Saved in:
5
Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca
;
Longo, Giovanni
;
Zanotti, Giovanna
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236
Saved in:
6
Ultra-short tenor yield curve for intraday trading and settlement
Golub, Anton
;
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
The European journal of finance
27
(
2021
)
4/5
,
pp. 441-459
Persistent link: https://www.econbiz.de/10012484371
Saved in:
7
Inflation differential as a driver of cross-currency basis swap spreads
Ibhagui, Oyakhilome
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 510-536
Persistent link: https://www.econbiz.de/10012484396
Saved in:
8
Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors
Lin, Ming-Tsung
;
Kolokolova, Olga
;
Poon, Ser-Huang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 136-157
Persistent link: https://www.econbiz.de/10012424932
Saved in:
9
Does the cost of private debt respond to monetary policy? : heteroskedasticity-based identification in a model with regimes
Guidolin, Massimo
;
Massagli, Valentina
;
Pedio, Manuela
- In:
The European journal of finance
27
(
2021
)
18
,
pp. 1804-1833
Persistent link: https://www.econbiz.de/10013373203
Saved in:
10
Affine and quadratic models with many factors and few parameters
Realdon, Marco
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1019-1046
Persistent link: https://www.econbiz.de/10012264944
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11
Does face-to-face contact matter? : evidence on loan pricing
Gabbi, Giampaolo
;
Giammarino, Michele
;
Matthias, Massimo
; …
- In:
The European journal of finance
26
(
2020
)
7/8
,
pp. 820-836
Persistent link: https://www.econbiz.de/10012207308
Saved in:
12
Has the new bail-in framework increased the yield spread between subordinated and senior bonds?
Pablos Nuevo, Irene
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1781-1797
Persistent link: https://www.econbiz.de/10012314652
Saved in:
13
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
14
Discounting earnings with stochastic discount rates
Realdon, Marco
- In:
The European journal of finance
25
(
2019
)
10
,
pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
Saved in:
15
Linear beta pricing with inefficient benchmarks in a given factor structure
Diacogiannis, George P.
;
Ioannidis, Christos
- In:
The European journal of finance
25
(
2019
)
16
,
pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
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16
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
17
Credit ratings and convertible bond prices : a simulation-based valuation
Park, Keehwan
;
Jung, Mookwon
;
Lee, Sangki
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 1001-1025
Persistent link: https://www.econbiz.de/10012244436
Saved in:
18
Pricing inflation-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
Saved in:
19
Gaussian models for Euro high grade government yields
Realdon, Marco
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1468-1511
Persistent link: https://www.econbiz.de/10012014691
Saved in:
20
Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad
;
Cathcart, Lara
;
Jahel, Lina el
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 825-853
Persistent link: https://www.econbiz.de/10011715207
Saved in:
21
Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
Saved in:
22
One index fits none : the conundrum of euro area inflation-linked bonds
Arnold, Ivo J. M.
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 575-583
Persistent link: https://www.econbiz.de/10011301230
Saved in:
23
Towards a common Eurozone risk free rate
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 1005-1022
Persistent link: https://www.econbiz.de/10011301938
Saved in:
24
Linking wealth and labour income with stock returns and government bond yields
Sousa, Ricardo M.
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 806-825
Persistent link: https://www.econbiz.de/10011302003
Saved in:
25
Stochastic durations, the convexity effect, and the impact of interest rate changes
Fonseca, José Soares da
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 994-1007
Persistent link: https://www.econbiz.de/10010464881
Saved in:
26
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 392-419
Persistent link: https://www.econbiz.de/10010243607
Saved in:
27
The determinants of bank CDS spreads : evidence from the financial crisis
Chiaramonte, Laura
;
Casu, Barbara
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 861-887
Persistent link: https://www.econbiz.de/10010245653
Saved in:
28
The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
17
(
2011
)
9/10
,
pp. 851-881
Persistent link: https://www.econbiz.de/10009529136
Saved in:
29
Trading strategies based on term structure model residuals
Jankowitsch, Rainer
;
Nettekoven, Michaela
- In:
The European journal of finance
14
(
2008
)
3/4
,
pp. 281-298
Persistent link: https://www.econbiz.de/10003744795
Saved in:
30
Intertemporal stablility of the European credit spread co-movement structure
Annaert, Jan
;
Claes, Anouk G. P.
;
De Ceuster, Marc J.
- In:
The European journal of finance
12
(
2006
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10003305219
Saved in:
31
The Jarrow-Turnbull default risk model : evidence from the German market
Frühwirth, Manfred
;
Sögner, Leopold
- In:
The European journal of finance
12
(
2006
)
2
,
pp. 107-135
Persistent link: https://www.econbiz.de/10003305283
Saved in:
32
Measuring the liquidity impact on EMU government bond prices
Jankowitsch, R.
;
Mösenbacher, H.
;
Pichler, Stefan
- In:
The European journal of finance
12
(
2006
)
2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003305294
Saved in:
33
A generalization of the formulas for options on the maximum or the minimum of several assets
Lindset, Snorre
- In:
The European journal of finance
12
(
2006
)
8
,
pp. 717-730
Persistent link: https://www.econbiz.de/10003396191
Saved in:
34
Signalling with official interest rates : the case of the German discount and Lombard rate
Anker, Peter
;
Wasmund, Jörn
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10002812459
Saved in:
35
Estimating liquidity premia in the Spanish government securities market
Alonso Sánchez, Francisco
;
Blanco, Roberto
;
Río, Ana del
- In:
The European journal of finance
10
(
2004
)
6
,
pp. 453-474
Persistent link: https://www.econbiz.de/10002507815
Saved in:
36
Heterogeneous time preferences and interest rates : the preferred habitat theory revisited
Riedel, Frank
- In:
The European journal of finance
10
(
2004
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001957574
Saved in:
37
The volatility term structure in a lognormal process for the short rate
Darbellay, Georges A.
- In:
The European journal of finance
9
(
2003
)
1
,
pp. 92-103
Persistent link: https://www.econbiz.de/10001749092
Saved in:
38
Testing for a flexible non-linear link between short-term Eurorates and spreads
Fernandes, Marcelo
- In:
The European journal of finance
9
(
2003
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001756876
Saved in:
39
The ECU term structure of interest rates
Neves, Joao
;
Nowman, Kalid Ben
- In:
The European journal of finance
9
(
2003
)
2
,
pp. 194-197
Persistent link: https://www.econbiz.de/10001756882
Saved in:
40
The information in the term structure of German interest rates
Boero, Gianna
;
Torricelli, Costanza
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10001636180
Saved in:
41
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
42
Switching-regime models in the Spanish inter-bank market
Beyaert, Arielle
;
Pérez-Castejón, Juan J.
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 93-112
Persistent link: https://www.econbiz.de/10001519352
Saved in:
43
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
Saved in:
44
Interest rates, banking spreads and credit supply : the real effects
Barrán Cabrera, Fernando
- In:
The European journal of finance
3
(
1997
)
2
,
pp. 107-136
Persistent link: https://www.econbiz.de/10001224329
Saved in:
45
A comparison of models for pricing interest rate derivative securities
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
Saved in:
46
Integrating the risk and term structures of interest rates
Décamps, Jean-Paul
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10001210194
Saved in:
47
A comparison of diffusion models of the term structure
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10001205311
Saved in:
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