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DP17223 Improving Sovereign Debt Restructurings 智库出版物
2022
作者:  Maximiliano Dvorkin;  Juan M. Sanchez;  Emircan Yurdagul
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Crises  Gdp-indexed debt  Distribution of creditor losses  Default  Sovereign debt  Maturity  Restructuring  Country risk  International monetary fund  
DP16304 Manufacturing Risk-free Government Debt 智库出版物
2021
作者:  Zhengyang Jiang;  Hanno Lustig;  Stijn Van Nieuwerburgh;  Mindy Xiaolan
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Fiscal policy  Term structure  Debt maturity  Convenience yield  
DP16082 The U.S. Public Debt Valuation Puzzle 智库出版物
2021
作者:  Zhengyang Jiang;  Hanno Lustig;  Stijn Van Nieuwerburgh;  Mindy Xiaolan
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Fiscal policy  Term structure  Debt maturity  Convenience yield  
DP15473 Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises 智库出版物
2020
作者:  José-Luis Peydró;  ANDREA POLO;  Enrico Sette
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Risk shifting  Bank capital  Interbank funding  Concentration risk  Uncertainty  Risk weights  Held to maturity  Trading book  Covid-19  
DP15365 Monetary Policy in the Next Recession? 智库出版物
2020
作者:  Stephen Cecchetti;  Michael Feroli;  Anil Kashyap;  Catherine L. Mann;  Kim Schoenholtz
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
monetary policy  Stabilization policy  Financial conditions  Financial conditions index  Unconventional monetary policy  Quantitative easing  Maturity extension  Forward guidance  Negative interest rates  
Central bank digital currency: Central banking for all 智库出版物
2020
作者:  Jesus Fernandez-Villaverde;  Daniel Sanches;  Linda Schilling;  Harald Uhlig
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Central bank  Digital currency  Bitcoin  Maturity transformation  Monopoly power  
DP14570 The Maturity Premium 智库出版物
2020
作者:  Josef Zechner;  Maria Chaderina;  Patrick Weiss
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Maturity  Value premium  Debt overhang  Cross-section of stock returns  Capm  
DP14512 Set-up Costs and the Financing of Young Firms 智库出版物
2020
作者:  Francois Derrien;  Jean-Stéphane Mésonnier;  Guillaume Vuillemey
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Young firms  Set-up costs  Leverage  Debt maturity  Capital structure  Financial frictions  
DP14337 Central Bank Digital Currency: Central Banking For All? 智库出版物
2020
作者:  Jesus Fernandez-Villaverde;  Daniel Sanches;  Linda Schilling;  Harald Uhlig
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Central bank digital currency  Central banking  Intermediation  Maturity transformation  Bank runs  Lender of last resort  
DP13729 The Maturity of Sovereign Debt Issuance in the Euro Area 智库出版物
2019
作者:  Roel Beetsma;  Massimo Giuliodori;  Jesper Hanson;  Frank de Jong
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Maturity  Euro-area public debt auctions  Yield curve  Liquidity services of short debt  Risk aversion  Expected repayment probability