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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Christensen, Jens H. E."
~person:"Díez de los Ríos, Antonio"
~person:"Foresi, Silverio"
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Search: subject_exact:"Term structure of interest rates"
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Yield curve
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Affine term structure model
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Anleihe
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Christensen, Jens H. E.
Díez de los Ríos, Antonio
Foresi, Silverio
Rudebusch, Glenn D.
3
Bauer, Michael D.
2
Enders, Walter
2
Aruoba, S. Borağan
1
Audrino, Francesco
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Backus, David
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Bali, Turan
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Jong, Frank de
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Koopman, Siem Jan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working papers series / Federal Reserve Bank of San Francisco
31
NBER working paper series
7
Staff working paper / Bank of Canada
7
Working paper / National Bureau of Economic Research, Inc.
7
NBER Working Paper
5
Working papers / Financial Institutions Center
4
Journal of econometrics
3
Journal of international money and finance
3
Journal of monetary economics
3
Journal of money, credit and banking : JMCB
3
CREATES research paper
2
Review of finance : journal of the European Finance Association
2
SNB working papers
2
The review of economics and statistics
2
Dynamic factor models
1
European economic review : EER
1
International journal of central banking : IJCB
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Staff reports / Federal Reserve Bank of New York
1
Sveriges Riksbank working paper series
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of finance
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Working paper / Bank of Canada
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Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
3
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1
A new linear estimator for Gaussian dynamic term structure models
Díez de los Ríos, Antonio
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 282-295
Persistent link: https://www.econbiz.de/10011390043
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2
Do central bank liquidity facilities affect interbank lending rates?
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 136-151
Persistent link: https://www.econbiz.de/10010380470
Saved in:
3
Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10001231059
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