| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Primer on Financial Contagion |
0 |
3 |
6 |
1,189 |
1 |
10 |
38 |
2,321 |
| A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors |
0 |
0 |
0 |
65 |
0 |
0 |
11 |
183 |
| An analysis of objective inflation expectations and inflation risk premia |
0 |
0 |
2 |
37 |
1 |
2 |
37 |
100 |
| An assessment of recent trends in market-based expected iflation in the euro area |
0 |
0 |
0 |
32 |
0 |
0 |
17 |
89 |
| Bond risk premia, macroeconomic fundamentals and the exchange rate |
0 |
0 |
0 |
178 |
0 |
0 |
13 |
489 |
| Bond risk premia, macroeconomic fundamentals and the exchange rate |
0 |
0 |
0 |
127 |
0 |
1 |
19 |
372 |
| Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area |
0 |
0 |
0 |
175 |
0 |
1 |
4 |
563 |
| Canonical term-structure models with observable factors and the dynamics of bond risk premiums |
0 |
0 |
0 |
146 |
0 |
0 |
7 |
497 |
| Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test |
0 |
0 |
0 |
814 |
0 |
0 |
10 |
2,419 |
| Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test |
0 |
0 |
0 |
5 |
0 |
0 |
9 |
42 |
| Correlation Analysis of Financial Contagion: What One Should Know before Running a Test |
0 |
0 |
0 |
173 |
0 |
3 |
19 |
698 |
| Decomposing euro area sovereign spreads: credit, liquidity and convenience |
1 |
1 |
4 |
68 |
1 |
2 |
21 |
172 |
| ESG risks and corporate viability: insights from default probability term structure analysis |
2 |
3 |
9 |
12 |
3 |
10 |
52 |
61 |
| Expected inflation and inflation risk premium in the euro area and in the United States |
0 |
0 |
0 |
112 |
0 |
2 |
15 |
351 |
| Fiscal Policy and Macroeconomic Imbalances |
0 |
1 |
2 |
109 |
0 |
11 |
35 |
776 |
| Forecaster heterogeneity, surprises and financial markets |
0 |
0 |
2 |
75 |
0 |
6 |
14 |
207 |
| Issuing European safe assets: how to get the most out of Eurobonds? |
0 |
0 |
11 |
12 |
2 |
3 |
33 |
40 |
| Macroeconomic and monetary policy surprises and the term structure of interest rates |
0 |
0 |
1 |
74 |
0 |
0 |
14 |
192 |
| Macroeconomics determinants of the correlation between stocks and bonds |
0 |
0 |
1 |
150 |
2 |
3 |
18 |
501 |
| Monetary policy surprises over time |
0 |
0 |
1 |
102 |
0 |
2 |
18 |
222 |
| Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models |
0 |
0 |
0 |
65 |
0 |
1 |
14 |
132 |
| Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis |
0 |
0 |
2 |
141 |
0 |
1 |
20 |
468 |
| Real term structure and inflation compensation in the euro area |
0 |
0 |
0 |
29 |
1 |
1 |
13 |
158 |
| Single Market Emu and Widening. Responses to Three Institutional Shocks in the European Community |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
115 |
| Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion |
0 |
0 |
0 |
534 |
0 |
0 |
13 |
1,206 |
| Sovereign spreads and economic fundamentals: an econometric analysis |
0 |
0 |
2 |
35 |
1 |
2 |
27 |
91 |
| Stock Values and Fundamentals: Link or Irrationality? |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
1,391 |
| Stock Values and Fundamentals; Link or Irrationality? |
0 |
0 |
0 |
77 |
0 |
0 |
7 |
334 |
| The CAPM and the risk appetite index; theoretical differences and empirical similarities |
0 |
0 |
2 |
522 |
0 |
1 |
13 |
1,559 |
| The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates |
0 |
0 |
0 |
83 |
0 |
2 |
10 |
327 |
| Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model |
0 |
0 |
0 |
99 |
1 |
3 |
12 |
201 |
| Total Working Papers |
3 |
8 |
45 |
5,240 |
13 |
69 |
545 |
16,277 |
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