Yves Nosbusch
Personal Details
First Name: | Yves |
Middle Name: | |
Last Name: | Nosbusch |
Suffix: | |
RePEc Short-ID: | pno84 |
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http://www.lse.ac.uk/collections/accountingAndFinance/facultyAndStaff/profiles/Nosbusch.htm | |
Terminal Degree: | 2006 Department of Economics; Harvard University (from RePEc Genealogy) |
Affiliation
Financial Markets Group (FMG)
London School of Economics (LSE)
London, United Kingdomhttp://fmg.lse.ac.uk/
RePEc:edi:fmlseuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013.
"Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt,"
NBER Working Papers
18922, National Bureau of Economic Research, Inc.
- Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1914-1961.
- Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri, 2011. "Bond market clienteles, the yield curve and the optimal maturity structure of government debt," LSE Research Online Documents on Economics 29785, London School of Economics and Political Science, LSE Library.
- Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos, 2011. "Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt," FMG Discussion Papers dp669, Financial Markets Group.
- Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print hal-03399472, HAL.
- Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers 9407, C.E.P.R. Discussion Papers.
- Jens Hilscher & Yves Nosbusch, 2007.
"Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt,"
Money Macro and Finance (MMF) Research Group Conference 2006
114, Money Macro and Finance Research Group, revised 24 Apr 2007.
- Jens Hilscher & Yves Nosbusch, 2010. "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Review of Finance, European Finance Association, vol. 14(2), pages 235-262.
- John Y. Campbell & Yves Nosbusch, 2006.
"Intergenerational Risksharing and Equilibrium Asset Prices,"
NBER Working Papers
12204, National Bureau of Economic Research, Inc.
- Campbell, John Y. & Nosbusch, Yves, 2007. "Intergenerational risksharing and equilibrium asset prices," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2251-2268, November.
- Nosbusch, Yves & Campbell, John, 2007. "Intergenerational Risksharing and Equilibrium Asset Prices," Scholarly Articles 3196340, Harvard University Department of Economics.
- Campbell, John Y. & Nosbusch, Yves, 2007. "Intergenerational risksharing and equilibrium asset prices," LSE Research Online Documents on Economics 24484, London School of Economics and Political Science, LSE Library.
- John Y. Campbell & Yves Nosbusch, 2007. "Intergenerational Risksharing and Equilibrium Asset Prices," FMG Discussion Papers dp589, Financial Markets Group.
Articles
- Yves Nosbusch, 2008. "Interest Costs and the Optimal Maturity Structure Of Government Debt," Economic Journal, Royal Economic Society, vol. 118(527), pages 477-498, March.
- Campbell, John Y. & Nosbusch, Yves, 2007.
"Intergenerational risksharing and equilibrium asset prices,"
Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2251-2268, November.
- John Y. Campbell & Yves Nosbusch, 2006. "Intergenerational Risksharing and Equilibrium Asset Prices," NBER Working Papers 12204, National Bureau of Economic Research, Inc.
- Nosbusch, Yves & Campbell, John, 2007. "Intergenerational Risksharing and Equilibrium Asset Prices," Scholarly Articles 3196340, Harvard University Department of Economics.
- Campbell, John Y. & Nosbusch, Yves, 2007. "Intergenerational risksharing and equilibrium asset prices," LSE Research Online Documents on Economics 24484, London School of Economics and Political Science, LSE Library.
- John Y. Campbell & Yves Nosbusch, 2007. "Intergenerational Risksharing and Equilibrium Asset Prices," FMG Discussion Papers dp589, Financial Markets Group.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (2) 2006-05-13 2013-04-06
- NEP-BEC: Business Economics (1) 2006-05-13
- NEP-CBA: Central Banking (1) 2006-05-13
- NEP-DGE: Dynamic General Equilibrium (1) 2006-05-13
- NEP-FIN: Finance (1) 2006-05-13
- NEP-MAC: Macroeconomics (1) 2013-04-06
- NEP-PBE: Public Economics (1) 2006-05-13
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