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Publikováno v:
In Journal of Financial Economics November 2020 138(2):388-414
Autor:
Breach, Tomas, King, Thomas B.
This paper presents new evidence on bilateral securities financing based on the Federal Reserve's Senior Credit Officer Opinion Survey, which was launched in the wake of the financial crisis to provide a window into this otherwise opaque market. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::80917517c8e1ca5ce0e20579c77716d9
https://hdl.handle.net/10419/200592
https://hdl.handle.net/10419/200592
This paper develops and estimates a Quadratic-Gaussian model of the U.S. term structure that can accommodate the rich dynamics of inflation risk premia over the 1983-2013 period by allowing for time-varying market prices of inflation risk and incorpo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::bdd15752a1e2928b5792d49b7191037a
https://hdl.handle.net/10419/172938
https://hdl.handle.net/10419/172938
Autor:
LIOUI, ABRAHAM (AUTHOR) abraham.lioui@edhec.edu, TARELLI, ANDREA (AUTHOR) andrea.tarelli@unicatt.it
Publikováno v:
Journal of Money, Credit & Banking (John Wiley & Sons, Inc.). Feb2023, Vol. 55 Issue 1, p171-214. 44p.
Autor:
Andreolli, Michele, Rey, Hélène
Publikováno v:
NBER Working Papers; Jan2023, Issue 30815-30885, p1-89, 89p
Autor:
GRISHCHENKO, OLESYA olesya.v.grishchenko@frb.gov, MOUABBI, SARAH sarah.mouabbi@banque-france.fr, RENNE, JEAN‐PAUL jean-paul.renne@unil.ch
Publikováno v:
Journal of Money, Credit & Banking (John Wiley & Sons, Inc.). Aug2019, Vol. 51 Issue 5, p1053-1096. 44p. 3 Charts, 9 Graphs.