An extended macro-finance model with financial factors
Year of publication: |
2011
|
---|---|
Authors: | Dewachter, Hans ; Iania, Leonardo |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 46.2011, 6, p. 1893-1916
|
Subject: | Zinsstruktur | Yield curve | Makroökonometrie | Macroeconometrics | Liquidität | Liquidity | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | 1960-2006 |
-
An extended macro-finance model with financial factors
Dewachter, Hans, (2010)
-
An extended macro-finance model with financial factors
Dewachter, Hans, (2009)
-
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio, (2014)
- More ...
-
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH
Dewachter, Hans, (2014)
-
Information in the Yield Curve: A Macro-Finance Approach
Dewachter, Hans, (2011)
-
An extended macro-finance model with financial factors
DEWACHTER, Hans, (2009)
- More ...