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The term structure of equity risk premia : levered noise and new estimates

Boguth, Oliver; Carlson, Murray; Fisher, Adlai; … - In: Review of finance : journal of the European Finance … 27 (2023) 4, pp. 1155-1182

Persistent link: https://www.econbiz.de/10014318125

Financial crises and estimation bias in international bond markets

Juneja, Januj A. - In: Research in international business and finance 38 (2016), pp. 593-607

Persistent link: https://www.econbiz.de/10011640759

Economic foundations of capital market returns

Singer, Brian D.; Terhaar, Kevin - 1997

Persistent link: https://www.econbiz.de/10001425903

Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis

Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2014 - This version: November 2014

We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...

Persistent link: https://www.econbiz.de/10010471858

The fear premium and daily comovements of the S&P E/P ratio and treasury yields before and during the 2008 financial crisis

Faugère, Christophe (contributor) - 2013

Persistent link: https://www.econbiz.de/10010189580

Do term premiums matter? : transmission via exchange rate dynamics

Katagiri, Mitsuru; Takahashi, Koji - 2017

Persistent link: https://www.econbiz.de/10012179277

Do term premiums matter? : transmission via exchange rate dynamics

Katagiri, Mitsuru; Takahashi, Koji - In: Journal of international money and finance 139 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014478224

Term premium in a fractionally cointegrated yield curve

Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014462435

Understanding international long-term interest rate comovement

Chin, Michael; De Graeve, Ferre; Filippeli, Thomai; … - 2018

comovement is the central bank of the small open economy accommodating foreign inflation trends, rather than systematically … curbing them. (3) Small open economies may find themselves much more affected by changes in US inflation trends than the US …

Persistent link: https://www.econbiz.de/10011887034

Cross-border liquidity, relationships and monetary policy : evidence from the euro area interbank crisis

Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2015

Persistent link: https://www.econbiz.de/10010509620