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:
Bond returns in sovereign debt crises: The investors’ perspective 智库出版物
2021
作者:  Jochen Andritzky;  Julian Schumacher
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
sovereign bond pricing  bond restructuring  Sovereign debt crisis  Default risk  portfolio return  
Sovereign bond pricing in the euro area: When legal clauses matter 智库出版物
2018
作者:  Marcos Chamon;  Julian Schumacher;  Christoph Trebesch
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
sovereign bond pricing  Debt restructuring  Greece  Portugal  Sovereign debt crisis  Euro area  Yield curve  Bond liquidity  Default risk  
DP12252 Sovereign Bond Prices, Haircuts and Maturity 智库出版物
2017
作者:  Romain Rancière;  Tamon Asonuma
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Sovereign debt  Debt restructuring  Bond pricing  
DP11975 The Good and the Bad Fiscal Theory of the Price Level 智库出版物
2017
作者:  Willem Buiter
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Fiscal theory of the price level  Intertemporal budget constraint  Equilibrium bond pricing equation  Monetary and fiscal policy coordination  
DP11941 The Fallacy of the Fiscal Theory of the Price Level - Once More 智库出版物
2017
作者:  Willem Buiter
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Fiscal theory of the price level  Intertemporal budget constraint  Equilibrium bond pricing equation  Monetary and fiscal policy coordination  Fiscal dominance  
DP9611 Monetary policy risk: Rules vs. discretion 智库出版物
2013
作者:  David Backus;  Stanley E. Zin;  Mikhail Chernov;  Irina Zviadadze
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Forward-looking models  Identification  monetary policy  Affine bond-pricing  
DP8488 Sources of entropy in representative agent models 智库出版物
2011
作者:  David Backus;  Stanley E. Zin;  Mikhail Chernov
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Pricing kernel  Asset returns  Bond yields  Disasters  Habits  Jumps  Recursive preferences  
Catastrophe bond pricing based on behavior model. 智库出版物
2009
作者:  Liu S;  Han L;  Ermoliev Y;  Ermolieva T
收藏  |  浏览/下载:4/0  |  提交时间:2019/06/18
Catastrophe Bond  Pricing  Behavior Model  Monte-Carlo Simulation  
DP4487 Macroeconomic Effects of Nominal Exchange Rate Regimes: New Insights into the Role of Price Dynamics 智库出版物
2004
作者:  Robert Kollmann
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Empirical asset pricing  Stock bond correlation  Macroeconomic factors  
DP4263 Can Coasean Bargaining Justify Pigouvian Taxation? 智库出版物
2004
作者:  Stephanie Rosenkranz;  Patrick W. Schmitz
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Term structure of interest rates  Bond yields  Stochastic discount factor/pricing kernel  Regime switching