Concept

Yield spread

Publications associées (37)

Takeover Protections and Asset Prices

We study the effects of takeover feasibility on asset prices and returns in a unified framework. We show theoretically that takeover protections increase equity risk, stock returns, and bond yields by removing a valuable put option to sell the firm, notabl ...

Catonsville2024

Stripping the Swiss discount curve using kernel ridge regression

Damir Filipovic

We analyze and implement the kernel ridge regression (KR) method developed in Filipovic et al. (Stripping the discount curve-a robust machine learning approach. Swiss Finance Institute Research Paper No. 22-24. SSRN. https://ssrn.com/abstract=4058150, 2022 ...

Springer Heidelberg2024

Performance and reproducibility of C-13 and N-15 hyperpolarization using a cryogen-free DNP polarizer

Hikari Ananda Infinity Yoshihara, Arianna Ferrari

The setup, operational procedures and performance of a cryogen-free device for producing hyperpolarized contrast agents using dissolution dynamic nuclear polarization (dDNP) in a preclinical imaging center is described. The polarization was optimized using ...

NATURE PORTFOLIO2022

Sparsely Observed Functional Time Series: Theory and Applications

Tomas Rubin

Functional time series is a temporally ordered sequence of not necessarily independent random curves. While the statistical analysis of such data has been traditionally carried out under the assumption of completely observed functional data, it may well ha ...

EPFL2021

A Quantitative Comparison of Yield Curve Models in the MINT Economies

A yield curve is a line plotting bond yields (i.e. interest rates) as a function of their maturity date (their "expiration date''). When on a national scale, the yield curve represents the underlying interest rate structure of a country's economy. It is fu ...

2020

Understanding Mortgage Spreads

Andreas Fuster

Because most mortgages in the United States are securitized in agency mortgage-backed securities (MBS), yield spreads on MBS are a key determinant of homeowners’ funding costs. We study variation in MBS spreads in the time series and across securities and ...

2019

Activity-Based Screening of Homogeneous Catalysts through the Rapid Assessment of Theoretically Derived Turnover Frequencies

Matthew Wodrich, Boodsarin Sawatlon

In homogeneous catalysis, the turnover frequency (TOF) and turnover number (TON) are the most commonly used quantities that experimentally describe catalytic activity. Computational studies, on the other hand, generally yield the ubiquitous free energy pro ...

AMER CHEMICAL SOC2019

Mapping Maize Evapotranspiration at Field Scale Using SEBAL: A Comparison with the FAO Method and Soil-Plant Model Simulations

Gabriele Manoli

The surface energy balance algorithm for land (SEBAL) has been successfully applied to estimate evapotranspiration (ET) and yield at different spatial scales. However, ET and yield patterns have never been investigated under highly heterogeneous conditions ...

2018

Credit Supply and the Macroeconomy

Abhik Mukherjee

The policy response to the recent financial crisis has broadly focused on two themes: 1) Increasing the banking sectorsâ resilience to future financial shocks: 2) Improving credit availability to households and firms via lowering both short and long-term ...

EPFL2016

Essays on the Market Structure and Pricing of Credit Derivatives

Jan Benjamin Junge

This thesis analyzes the interrelation between market structure and price formation in credit derivatives markets. Traditionally, credit derivatives are traded in relatively opaque over-the-counter markets in which trading is segmented and subject to many ...

EPFL2016

Graph Chatbot

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

Connectez-vous pour utiliser Chat avec Graph Search