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asset pricing, determination of interest rates, fiscal policy, government debt
risk premia, government bond yields, creative accounting, stock-flow adjustments, gimmickry, transparency
Risk premia, government bond yields, creative accounting, stock-flow adjustments, gimmickry, transparency
Private Equity, Extreme Bounds Analysis, Central and Eastern European Countries
Exchange rates, sovereign risk, foreign currency exposure, structural VAR
Exchange rates Sovereign risk, Foreign currency exposure, Structural VAR, Emerging Market, Data-based identification
sovereign bond spreads, fiscal policy, euro area, financial crisis, semiparametric time-varying coefficient model, nonparametric estimation
exchange rates, market efficiency, forward premium puzzle, uncovered interest parity, futures rates
Financial stability, financial linkages, banking, insurances, unobserved common factors, forecasting
Asset pricing, bubbles, financial stability, leaning against the wind, mispricing, monetary policy, time-varying coefficient VAR, zero and sign restrictions
forward premium puzzle, futures rates, latent factor
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forward premium puzzle, uncovered interest parity, futures rates, price of risk, currency excess returns, capital asset pricing model
Forward premium puzzle, uncovered interest parity, futures rates, risk premium, currency excess returns, capital asset pricing model
Exchange rates, excess currency returns, uncovered interest parity, convenience yield, global financial cycle, global risk, monetary policy
Exchange rates, convenience yield, inflation expectations, monetary policy, fiscal policy, unfunded government transfer payment, monetary-fiscal policy mix
exchange rates, convenience yield, inflation expectations, monetary policy, fiscal policy, unfunded government transfer payment, monetary-fiscal policy mix
Forward premium puzzle, CCE estimation, futures rates, latent risk
Exchange rates, excess currency returns, uncovered interest parity, convenience yield, global financial cycle, global risk, monetary policy, monetary-fiscal policy mix
Asset pricing, determination of interest rates, fiscal policy, government debt
Discretion, Fiscal Policy, Real Time Data
