LSE creators
Number of items: 6.
Article
Guibaud, Stéphane, Nosbusch, Yves, Vayanos, Dimitri
(2013).
Bond market clienteles, the yield curve, and the optimal maturity structure of government debt.
Review of Financial Studies,
26(8), 1914-1961.
https://doi.org/10.1093/rfs/hht013
Hilscher, Jens, Nosbusch, Yves
(2010).
Determinants of sovereign risk: macroeconomic fundamentals and the pricing of sovereign debt.
Review of Finance,
14(2), 235-262.
https://doi.org/10.1093/rof/rfq005
Nosbusch, Yves
(2008).
Interest costs and the optimal maturity structure of government debt.
The Economic Journal,
118(527), 477-498.
https://doi.org/10.1111/j.1468-0297.2007.02130.x
Cambell, John Y., Nosbusch, Yves
(2007).
Intergenerational risksharing and equilibrium asset prices.
Journal of Monetary Economics,
54(8), 2251-2268.
https://doi.org/10.1016/j.jmoneco.2007.07.002
Working paper
Guibaud, Stéphane, Nosbusch, Yves, Vayanos, Dimitri
(2011).
Bond market clienteles, the yield curve and the optimal maturity structure of government debt.
(Financial Markets Group Discussion Papers 669).
Financial Markets Group, The London School of Economics and Political Science.
picture_as_pdf
Campbell, John Y., Nosbusch, Yves
(2007).
Intergenerational risksharing and equilibrium asset prices.
(Financial Markets Group Discussion Papers 589).
Financial Markets Group, The London School of Economics and Political Science.
