Yves Nosbusch
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Yves |
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Nosbusch |
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Affiliations
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London School of Economics (LSE)
/ Financial Markets Group (FMG)
Research profile
author of:
- Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt (RePEc:cpr:ceprdp:9407)
by Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves - Interest Costs and the Optimal Maturity Structure Of Government Debt (RePEc:ecj:econjl:v:118:y:2008:i:527:p:477-498)
by Yves Nosbusch - Intergenerational risksharing and equilibrium asset prices (RePEc:eee:moneco:v:54:y:2007:i:8:p:2251-2268)
by Campbell, John Y. & Nosbusch, Yves - Intergenerational risksharing and equilibrium asset prices (RePEc:ehl:lserod:24484)
by Campbell, John Y. & Nosbusch, Yves - Bond market clienteles, the yield curve and the optimal maturity structure of government debt (RePEc:ehl:lserod:29785)
by Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri - Intergenerational Risksharing and Equilibrium Asset Prices (RePEc:fmg:fmgdps:dp589)
by John Y. Campbell & Yves Nosbusch - Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt (RePEc:fmg:fmgdps:dp669)
by Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos - Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt (RePEc:hal:journl:hal-03399472)
by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos - Intergenerational Risksharing and Equilibrium Asset Prices (RePEc:hrv:faseco:3196340)
by Nosbusch, Yves & Campbell, John - Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (RePEc:mmf:mmfc06:114)
by Jens Hilscher & Yves Nosbusch - Intergenerational Risksharing and Equilibrium Asset Prices (RePEc:nbr:nberwo:12204)
by John Y. Campbell & Yves Nosbusch - Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt (RePEc:nbr:nberwo:18922)
by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos - Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (RePEc:oup:revfin:v:14:y:2010:i:2:p:235-262)
by Jens Hilscher & Yves Nosbusch - Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt (RePEc:oup:rfinst:v:26:y:2013:i:8:p:1914-1961)
by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos - Interest Costs and the Optimal Maturity Structure Of Government Debt (RePEc:wly:econjl:v:118:y:2008:i:527:p:477-498)
by Yves Nosbusch