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DNB Onderzoeksrapporten - De Nederlandsche Bank
... in low-yield markets and short in high-yield markets. the profitability of these yield-based trading strategies is not due to systematic risk. furthermore, we find that spreading returns ... the beginning of the 21st century. this paper develops a new keynesian model with credit market imperfections that shows how overly positive productivity expectations initially drive the interest rate risk premium ...
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DNB Staff Reports - De Nederlandsche Bank
... nonstationary dynamic panel data analysis engels (pdf 2.0 mb) 125 - market impact costs of institutional equity trades december 2004 jacob a. bikker, laura spierdijk and pieter jelle van der sluis download 125 - market impact costs of institutional equity trades engels (pdf 331.7 kb) ... adema download 114 - a taylor rule for the euro area based on quasi-real time data engels (pdf 494.5 kb) 113 ...
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