Bond Convenience Yields in the Eurozone Currency Union
(with Jiang, Zhengyang and Van Nieuwerburgh, Stijn and Xiaolan, Mindy Z.) [Link]
(with Jiang, Zhengyang and Van Nieuwerburgh, Stijn and Xiaolan, Mindy Z.) [Link]
(with Zhengyang Jiang, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan) [Link]
(with Mark J. Garmaise and Yaron Levi) [Link]
(with Zhengyang Jiang and Arvind Krishnamurthy) [Link]
(with Jordan Brooks and Michael Katz) [Link]
with Zhengyang Jiang, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan [Data] [Link] Reply to John Cochrane’s 07/06 blog post