Tomas Jankauskas

Tilburg University

P.O. Box 90153

Tilburg, DC Noord-Brabant 5000 LE

Netherlands

Tilburg University - Department of Finance

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

2

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102

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Scholarly Papers (2)

1.

The Implied Equity Term Structure

Number of pages: 44 Posted: 04 Mar 2021
Tomas Jankauskas, Lieven Baele and Joost Driessen
Tilburg University, Tilburg University - Department of Finance and Tilburg University - Tilburg University School of Economics and Management
Downloads 87 (364,073)

Abstract:

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Equity term structure, cross-section, implied returns

2.

The (Unobservable) Value of Central Bank's Refinancing Operations

ECB Working Paper No. 20202480
Number of pages: 53 Posted: 14 Oct 2020
ECB -DG Monetary Policy, European Central Bank (ECB), Tilburg University and Tilburg University
Downloads 15 (685,747)

Abstract:

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bank runs, central bank policies, imperfect competition, multiple equilibria, structural estimation