Works matching DE "RATE of return on government securities"
Results: 44
MACROECONOMIC AND CAPITAL MARKET DETERMINANTS OF INITIAL PUBLIC OFFERINGS: A TIME-SERIES ANALYSIS IN THE POLISH CAPITAL MARKET.
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- Scientific Papers of the University of Pardubice. Series D, Faculty of Economics & Administration, 2015, v. 22, n. 34, p. 101
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A VOLATILITY ANALYSIS OF THE EURO CURRENCY AND THE BOND MARKET.
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- Financial Studies, 2015, v. 19, n. 1, p. 67
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- Article
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy.
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- Metroeconomica, 2017, v. 68, n. 4, p. 882, doi. 10.1111/meca.12148
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Economic Freedom and Sovereign Yields Spreads in Emerging Markets.
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- Proceedings of the Northeast Business & Economics Association, 2012, p. 152
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UNCOVERING THE COMMON RISK-FREE RATE IN THE EUROPEAN MONETARY UNION.
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- Journal of Applied Econometrics, 2014, v. 29, n. 3, p. 394, doi. 10.1002/jae.2335
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Term Structure Modeling and Forecasting of Government Bond Yields.
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- Economic Papers, 2013, v. 32, n. 4, p. 535, doi. 10.1111/1759-3441.12046
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- Article
BOND YIELD SPREADS IN THE EUROZONE.
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- Scientific Annals of the 'Alexandru Ioan Cuza' University of Iasi: Economic Sciences Series, 2015, v. 62, n. 2, p. 221, doi. 10.1515/aicue-2015-0015
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PREDICTING RETURNS IN US TREASURIES: DO TENTS MATTER?
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- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 7, p. N.PAG, doi. 10.1142/S0219024918500474
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WHY DO EMERGING ECONOMIES BORROW SHORT TERM?
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- Journal of the European Economic Association, 2013, v. 11, p. 67, doi. 10.1111/j.1542-4774.2012.01094.x
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- Article
The Piety Premium of Islamic Bonds.
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- Middle East Quarterly, 2012, v. 19, n. 2, p. 61
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- Article
Global Price of Risk and Stabilization Policies.
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- IMF Economic Review, 2019, v. 67, n. 1, p. 215, doi. 10.1057/s41308-019-00075-3
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FOMC Forward Guidance and Investor Beliefs<sup>†</sup>.
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- American Economic Review, 2015, v. 105, n. 5, p. 656, doi. 10.1257/aer.p20151123
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- Article
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach.
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- Computational Economics, 2019, v. 54, n. 2, p. 551, doi. 10.1007/s10614-018-9840-7
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Government bond yields in Germany and Spain—empirical evidence from better days.
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- Quantitative Finance, 2018, v. 18, n. 5, p. 827, doi. 10.1080/14697688.2017.1419734
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Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios.
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- Quantitative Finance, 2017, v. 17, n. 10, p. 1491, doi. 10.1080/14697688.2017.1296176
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Bangkok Weather, Weather-Sensitive Investors, and Thai Government-Bond Returns.
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- Catalyst, 2017, v. 15, n. 1, p. 5
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A Global Shortage of Safe Assets: A New Triffin Dilemma?
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- Atlantic Economic Journal, 2017, v. 45, n. 4, p. 443, doi. 10.1007/s11293-017-9558-2
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Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone.
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- Panoeconomicus, 2013, v. 60, n. 6, p. 775, doi. 10.2298/PAN1306775D
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Erratum to: Labour Market Adjustments to Financing Conditions under Sectoral Rigidities in the Euro Area.
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- 2018
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- Correction Notice
Sovereign Bond Risk Premiums.
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- Working Papers (Oesterreichische Nationalbank), 2017, n. 2017, p. 1
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The Effectiveness of Unconventional Monetary Policy Announcements in the Euro Area: An Event and Econometric Study.
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- Working Papers (Oesterreichische Nationalbank), 2017, n. 212, p. 1
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- Article
Regime-Dependent Sovereign Risk Pricing During the Euro Crisis.
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- Review of Finance, 2017, v. 21, n. 1, p. 363, doi. 10.1093/rof/rfw050
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An empirical investigation into the impact of US federal government budget deficits on the real interest rate yield on intermediate-term treasury issues, 1972–2012.
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- Applied Economics, 2014, v. 46, n. 28, p. 3483, doi. 10.1080/00036846.2014.932050
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Public debt accumulation and fiscal consolidation.
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- Applied Economics, 2014, v. 46, n. 7, p. 663, doi. 10.1080/00036846.2013.851772
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- Article
Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?
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- Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 7, p. 3500, doi. 10.1017/S0022109023000984
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Monetary Policy and Bond Prices with Drifting Equilibrium Rates.
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- Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 2, p. 626, doi. 10.1017/S0022109022001557
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Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market.
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- Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 4, p. 1808, doi. 10.1017/S0022109022000758
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A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States.
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- Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 5, p. 2261, doi. 10.1017/S0022109018001576
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Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices.
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- Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 1, p. 395, doi. 10.1017/S0022109017000916
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- Article
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 699, doi. 10.1017/S0022109014000258
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- Article
A Secular Increase in the Equity Risk Premium.
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- International Finance, 2016, v. 19, n. 2, p. 179, doi. 10.1111/infi.12085
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- Article
Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity.
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- Review of Financial Studies, 2022, v. 35, n. 10, p. 4674, doi. 10.1093/rfs/hhac007
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Short-Rate Expectations and Unexpected Returns in Treasury Bonds.
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- Review of Financial Studies, 2018, v. 31, n. 9, p. 3265, doi. 10.1093/rfs/hhy051
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A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem.
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- Review of Financial Studies, 2018, v. 31, n. 2, p. 532, doi. 10.1093/rfs/hhx108
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- Article
Expected Returns in Treasury Bonds.
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- Review of Financial Studies, 2015, v. 28, n. 10, p. 2859, doi. 10.1093/rfs/hhv032
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Money Creation and the Shadow Banking System.
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- Review of Financial Studies, 2015, v. 28, n. 4, p. 939, doi. 10.1093/rfs/hhu083
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- Article
Bond Supply and Excess Bond Returns.
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- Review of Financial Studies, 2014, v. 27, n. 3, p. 663, doi. 10.1093/rfs/hht133
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Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.
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- Review of Financial Studies, 2013, v. 26, n. 8, p. 1914, doi. 10.1093/rfs/hht013
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The Buy-and-Hold Market Timer.
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- B>Quest, 2018, p. 1
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Practical Applications of Return Dynamics of Index-Linked Bond Portfolios.
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- Journal of Portfolio Management, 2015, p. 26
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Which Component of Treasury Yields Belongs in Equity Valuation Models? An Application to the S&P 500.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 80, doi. 10.3905/jpm.2013.39.4.080
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- Article
Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies.
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- Journal of Banking & Financial Economics, 2016, n. 2, p. 45, doi. 10.7172/2353-6845.jbfe.2016.2.3
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- Article
Predicting Canadian recessions using dynamic probit modelling approaches.
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- Canadian Journal of Economics, 2011, v. 44, n. 4, p. 1297, doi. 10.1111/j.1540-5982.2011.01675.x
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- Article
LIQUIDITY, MONETARY POLICY, AND UNEMPLOYMENT: A NEW MONETARIST APPROACH.
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- International Economic Review, 2019, v. 60, n. 2, p. 1005, doi. 10.1111/iere.12374
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- Article