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61
Credit spread variability in the U.S. business cycle : the Great Moderation versus the Great Recession
Hollander, Hylton
;
Liu, Guangling
- In:
Journal of banking & finance
67
(
2016
),
pp. 37-52
Persistent link: https://www.econbiz.de/10011634640
Saved in:
62
Tractable term-structure models and the zero lower bound
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Le, Anh
; …
-
2015
with rich volatility and correlation dynamics. Bond prices are expressed in closed form and
estimation
is straightforward …
Persistent link: https://www.econbiz.de/10011408691
Saved in:
63
An empirical study on the impact of monetary policy on the bond market in China
Yim, Byung-Jin
;
Huang, Yefei
- In:
Journal of international trade & commerce
15
(
2019
)
6
,
pp. 105-120
Persistent link: https://www.econbiz.de/10012591084
Saved in:
64
Time varying Asian stock market integration
Batten, Jonathan A.
;
Morgan, Peter J.
;
Szilágyi, Péter G.
- In:
The Singapore economic review : journal of the Economic …
60
(
2015
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011386974
Saved in:
65
Asset prices, booms and recessions : financial market, economic activity and the macroeconomy ; with 22 tables
Semmler, Willi
-
2003
Persistent link: https://www.econbiz.de/10001734208
Saved in:
66
Asset prices, booms and recessions : financial economics from a dynamic perspective
Semmler, Willi
-
2011
-
3. ed.
Persistent link: https://www.econbiz.de/10009161843
Saved in:
67
Asset prices, booms and recessions : financial economics from a dynamic perspective
Semmler, Willi
-
2006
-
2nd ed.
Theory:
CAPM
and Extensions.- Consumption Based Asset Pricing Models.- Production Based Asset Pricing Models. Foreign …
Persistent link: https://www.econbiz.de/10003139161
Saved in:
68
Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective
Semmler, Willi
-
2011
: Static Portfolio Theory:
CAPM
and Extentsions -- Consumption Based Asset Pricing Models -- Asset Pricing Models with …
Persistent link: https://www.econbiz.de/10013522915
Saved in:
69
Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective
Semmler, Willi
-
2006
-
Second Edition
Persistent link: https://www.econbiz.de/10013520458
Saved in:
70
Measuring the impact of monetary policy attention on global asset volatility using search data
Wohlfarth, Paul
- In:
Economics letters
173
(
2018
),
pp. 15-18
Persistent link: https://www.econbiz.de/10012022864
Saved in:
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