Nosbusch, Yves

Number of items: 6.
2013
  • 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
    • 2011
  • 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
    • 2010
  • 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
    • 2008
  • 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
    • 2007
  • 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
  • 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.