G2TT

浏览/检索结果: 共10条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
DP16407 The Risks of Safe Assets 智库出版物
2021
作者:  Lukas Schmid;  Yang Liu;  Amir Yaron
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Government debt  Safe assets  Fiscal costs  Risk premia  
The term structure of CIP violations 智库出版物
2020
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
Adobe PDF(1067Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
DP14774 A no-arbitrage perspective on global arbitrage opportunities 智库出版物
2020
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Cip violations  Negative swap rates  Treasury basis  Anomalies  No- arbitrage  
DP14774 The term structure of CIP violations 智库出版物
2020
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Cip violations  Negative swap rates  Treasury basis  Anomalies  No-arbitrage  Limits to arbitrage  
Benchmark interest rates when the government is risky 智库出版物
2020
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
LIBOR  EFFR  benchmark interest rates  swap spreads  Arbitrage  Law of one price  
DP14105 Benchmark interest rates when the government is risky 智库出版物
2019
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Sovereign credit risk  Negative swap rates  Recursive preferences  Term structure  
Benchmark Interest Rates When the Government is Risky 智库出版物
2019
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
Adobe PDF(1398Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2022/10/09
DP13205 Risk-Adjusted Capital Allocation and Misallocation 智库出版物
2018
作者:  Lukas Schmid;  Joel David
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Misallocation  Costs of business cycles  Cross-section of returns  Time-varying risk premia  
DP12617 Government Debt and the Returns to Innovation 智库出版物
2018
作者:  Lukas Schmid;  Mariano Massimiliano Croce;  Steve Raymond
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Fiscal uncertainty  Cross section of stock returns  Predictability  R&d  Growth  Government debt  
DP11576 A Macrofinance View of U.S. Sovereign CDS Premiums 智库出版物
2016
作者:  Mikhail Chernov;  Lukas Schmid
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Sovereign default  Credit default swaps  Recursive preferences