G2TT

浏览/检索结果: 共5条,第1-5条 帮助

已选(0)清除 条数/页:   排序方式:
Default expectations and currency movements 智库出版物
2021
作者:  Pasquale Della Corte;  LUCIO SARNO;  Maik Schmeling;  Christian Wagner
收藏  |  浏览/下载:9/0  |  提交时间:2022/09/22
Sovereign default  Exchange rates  risk premium  Volatility  Sovereign risk  Credit default swap  
DP16047 Collateral Framework: Liquidity Premia and Multiple Equilibria 智库出版物
2021
作者:  Yvan Lengwiler;  Athanasios Orphanides
收藏  |  浏览/下载:9/0  |  提交时间:2022/09/22
monetary policy  Government finance  Yields  Liquidity premium  Default premium  Collateral  Cliff effect  Multiple equilibria  
DP12827 The Levered Equity Risk Premium and Credit Spreads: A Unified Framework 智库出版物
2018
作者:  Harjoat Singh Bhamra;  Ilya Strebulaev
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Equity premium  Corporate bond credit spread  Predictability  Macroeconomic conditions  Jumps  Capital structure  Default  
Joint design of emission tax and trading systems 智库出版物
2015
作者:  Bernard Caillaud;  Gabrielle Demange
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Capital markets  debt renegotiations  interest rate premium  Default  
DP10425 Does austerity pay off? 智库出版物
2015
作者:  Gernot Müller;  Johannes Pfeifer;  Benjamin Born
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Fiscal policy  Austerity  Sovereign risk  Default premium  Local projections  Panel var  Fiscal stress