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Concept

Fixed-income attribution

Related publications (4)

Essays in Monetary Policy and Asset Pricing

Benoit Vincent Sylvain Cornet

This thesis uses machine learning techniques and text data to investigate the relationships that arise between the Fed and financial markets, and their consequences for asset prices. The first chapter, entitled Market Expectations and the Impact of Unconv ...

EPFL2022

The effects of business cycle and debt maturity on a firm's investment and default decisions

We propose a model that jointly determines the capital structure and investment decisions taking business cycle and debt maturity into account. It endogenously determines the triggers of investment/disinvestment and default, which depend on the state of th ...

Elsevier Science Bv2015

Nucleation of Silicon Nanoparticles in Amorphous Silicon Dioxide Matrices

Simone Meloni

In this contribution I summarize our research on the formation of nanoparticles embedded in a-SiO2-x matrices. In particular, I focus on the Si diffusion in SiO2-x matrices, and amorphous-to-crystalline phase transition in Si nanoparticles embedded in SiO2 ...

Amer Inst Physics2014

Trend-oriented sampling strategy and estimation of soluble reactive phosphorus loads in streams

Alfred Johny Wüest

[1] Nutrient transfer from soils to surface waters is associated with large, hydrologically induced fluctuations. Consequently, stream-based estimation of long-term changes in nutrient leaching is masked by variations of stream discharge. Using high-resolu ...

Amer Geophysical Union2005