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Financial intermediation theory and implications for the sources of value in structured finance markets

Working Paper N° 71

www.nbb.be/en/articles/financial-intermediation...

A multi-factor model for the valuation and risk management of demand deposits

Working Paper N° 83

www.nbb.be/en/articles/multi-factor-model-valua...

The term structure of interest rates in a DSGE model

Working Paper N° 88

www.nbb.be/en/articles/term-structure-interest-...

The determinants of stock and bond return comovements

Working Paper N° 119

www.nbb.be/en/articles/determinants-stock-and-b...

Back to the basics in banking ? A micro-analysis of banking system stability

Working Paper N° 167

www.nbb.be/en/articles/back-basics-banking-micr...

What determines euro area bank CDS spreads ?

Working Paper N° 190

www.nbb.be/en/articles/what-determines-euro-are...

Portfolio choice and investor preferences : A semi‑parametric approach based on risk horizon

Working Paper N° 289

www.nbb.be/en/articles/portfolio-choice-and-inv...

The role of equities in corporate finance in Belgium

www.nbb.be/en/articles/role-equities-corporate-...

The flattening of the yield curve : causes and economic policy implications

www.nbb.be/en/articles/flattening-yield-curve-c...

Decomposition of the dynamics of sovereign yield spreads in the euro area

www.nbb.be/en/articles/decomposition-dynamics-s...