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Modelling and forecasting government bond spreads in the euro area : a GVAR model
Favero, Carlo A. - In: Journal of econometrics 177 (2013) 2, pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
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Inflation targeting and debt : lessons from Brazil
Favero, Carlo A.; Giavazzi, Francesco - In: Inflation targeting, debt, and the Brazilian …, (pp. 85-108). 2005
Persistent link: https://www.econbiz.de/10002928037
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Demographics and the Term Structure of Stock Market Risk
Tamoni, Andrea - 2010
This paper documents the existence of a slowly evolving trend in the dividend-price ratio, dp, determined by a demographic variable, MY: the middle-aged to young ratio. Deviations of the dividend-price ratio from this slowly evolving long-run component explain transitory but persistent...
Persistent link: https://www.econbiz.de/10013147522
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How does liquidity affect government bond yields?
Favero, Carlo A.; Pagano, Marco; Thadden, Ernst-Ludwig von - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10003984445
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How does liquidity affect government bond yields?
Favero, Carlo A.; Pagano, Marco; Thadden, Ernst-Ludwig von - 2007
Persistent link: https://www.econbiz.de/10003913302
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Demography and fluctuations in dividend/price
Tamoni, Andrea; Gozluklu, Arie E.; Favero, Carlo A. - 2008
Persistent link: https://www.econbiz.de/10003913531
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How much does the stock market risk decline with the investment horizon? : a cross-country comparison
Favero, Carlo A.; Nucera, Federico - In: Economic notes : economic review of Banca Monte dei … 43 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010500970
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How does liquidity affect government bond yields?
Favero, Carlo A.; Pagano, Marco; Thadden, Ernst-Ludwig von - 2008
Persistent link: https://www.econbiz.de/10003640618
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Inflation targeting and debt : lessons from Brazil
Favero, Carlo A.; Giavazzi, Francesco - 2004
Persistent link: https://www.econbiz.de/10002010024
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Contagion in the EMU : the role of Eurobonds with OMTs
Favero, Carlo A.; Missale, Alessandro - In: Review of law and economics : publ. in cooperation with … 12 (2016) 3, pp. 555-584
Persistent link: https://www.econbiz.de/10011596623