Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Povala, Pavol"'
Autor:
Chin, Michael1 (AUTHOR), Povala, Pavol2 (AUTHOR)
Publikováno v:
Journal of Alternative Investments. Fall2024, Vol. 27 Issue 2, p54-72. 19p.
Autor:
Chin, Michael1 (AUTHOR) lch@nbim.no, Povala, Pavol2 (AUTHOR) ppo@nbim.no
Publikováno v:
Journal of Fixed Income. Spring2024, Vol. 33 Issue 4, p18-44. 27p.
Autor:
Povala, Pavol.
Publikováno v:
Download (PDF) via World Wide Web für Universität St. Gallen.
Master-Arbeit Univ. St. Gallen, 2007.
Externí odkaz:
http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/06600498001/$FILE/06600498001.pdf
Autor:
CIESLAK, ANNA, POVALA, PAVOL
Publikováno v:
The Journal of Finance, 2016 Jun 01. 71(3), 1393-1436.
Externí odkaz:
http://www.jstor.org/stable/43869138
Autor:
Cieslak, Anna1 a-cieslak@kellogg.northwestern.edu, Povala, Pavol2
Publikováno v:
Review of Financial Studies. Oct2015, Vol. 28 Issue 10, p2859-2901. 43p.
Autor:
Povala, Pavol, Trojani, Fabio
This doctoral thesis studies the behavior of yields on government bonds. I focus on three aspects of the yield curve: (i) the link between bond yields and key macro quantities such as consumption growth, (ii) the process of expectations formation abo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______805::4b6ab5daf59e8a66898f7f54bc59737f
http://doc.rero.ch/record/203150/files/2013ECO009.pdf
http://doc.rero.ch/record/203150/files/2013ECO009.pdf
Autor:
Cieslak, A., Povala, Pavol
Publikováno v:
NA
We study information in the volatility of US Treasuries. We propose a no-arbitrage term structure model with a stochastic covariance of risks in the economy, and estimate it using high-frequency data and options. We identify volatilities of the expec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=core_ac_uk__::615b62d2cdbb922cfd9fdbbbbdb898d1
https://eprints.bbk.ac.uk/id/eprint/8153/1/VolTS_10Sep2013.pdf
https://eprints.bbk.ac.uk/id/eprint/8153/1/VolTS_10Sep2013.pdf