Similar Search Results

Asymmetric causality between exchange rate and interest rate differentials : a test of international capital mobility

Jauhari Dahalan; Mohammed, Umar - In: International journal of globalisation and small … 9 (2017) 1, pp. 70-79

Persistent link: https://www.econbiz.de/10011803124

Monetary policy, bond returns and debt dynamics

Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136

Persistent link: https://www.econbiz.de/10011381760

An observation on the yield curve

Viani Villarroel, Esteban - In: Austrian Economics 150 Years after Carl Menger : 10th …, (pp. 389-395). 2021

Persistent link: https://www.econbiz.de/10012797190

Natural rate chimera and bond pricing reality

Brand, Claus; Goy, Gavin; Lemke, Wolfgang - 2020

Incorporating arbitrage-free term-structure dynamics into a semi-structural macro-model, we jointly estimate the real equilibrium interest rate (r*), trend inflation, and term premia for the United States and the euro area, using a Bayesian approach. The natural real rate and trend inflation are...

Persistent link: https://www.econbiz.de/10012425011

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

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

The rent term premium for cancellable leases

Yoshida, Jiro; Seko, Miki; Sumita, Kazuto - In: The journal of real estate finance and economics 52 (2016) 4, pp. 480-511

Persistent link: https://www.econbiz.de/10011717655

Predictability of term spread for economic activity with liquidity premium theory

Hwang, Sunju; Lee, Hahn-shik - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1528-1541

Persistent link: https://www.econbiz.de/10011594363

Should the monetary policy rule be different in a financial crisis?

Piazzesi, Monika - In: Journal of economic dynamics & control 49 (2014), pp. 18-20

Persistent link: https://www.econbiz.de/10010486617

The term structure of psychological discount rate : characteristics and functional forms

Ouattara, Aboudou; La Bruslerie, Hubert de - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 103-129). 2023

Persistent link: https://www.econbiz.de/10014282549