Number of items: 4.
Hanson, Samuel G., Malkhozov, Aytek and Venter, Gyuri
(2024)
Demand-and-supply imbalance risk and long-term swap spreads.
Journal of Financial Economics, 154
.
p. 103814.
103814.
doi:10.1016/j.jfineco.2024.103814
ISSN 0304-405X.
Leombroni, Matteo, Vedolin, Andrea, Venter, Gyuri and Whelan, Paul
(2021)
Central bank communication and the yield curve.
Journal of Financial Economics, 141
(3).
pp. 860-880.
doi:10.1016/j.jfineco.2021.04.036
ISSN 0304-405X.
Leombroni, Matteo, Vedolin, Andrea, Venter, Gyuri and Whelan, Paul
(2020)
Central bank communication and the yield curve [pre-print].
Working Paper.
Coventry, UK:
University of Warwick ; Warwick Business School.
(Unpublished)
Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea and Venter, Gyuri
(2016)
Mortgage risk and the yield curve.
Review of Financial Studies, 29
(5).
pp. 1220-1253.
doi:10.1093/rfs/hhw003
ISSN 0893-9454.
This list was generated on Thu Mar 28 15:44:01 2024 GMT.