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person:"Campbell, John Y."
~person:"Bauer, Michael D."
~person:"Friedman, Benjamin M."
~person:"Mishkin, Frederic S."
~person:"Sarno, Lucio"
~person:"Thornton, Daniel L."
~type:"article"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Yield curve
54
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1959-1983
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Campbell, John Y.
Bauer, Michael D.
Friedman, Benjamin M.
Mishkin, Frederic S.
Sarno, Lucio
Thornton, Daniel L.
Rudebusch, Glenn D.
33
Fabozzi, Frank J.
25
Jarrow, Robert A.
23
Christensen, Jens H. E.
20
Batten, Jonathan A.
18
Akram, Tanweer
17
Monfort, Alain
17
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17
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Wu, Liuren
16
Favero, Carlo A.
15
Umar, Zaghum
15
Wright, Jonathan H.
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Chen, Ren-Raw
14
Chiarella, Carl
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Gouriéroux, Christian
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Kugler, Peter
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Nowman, Kalid Ben
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Rebonato, Riccardo
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Almeida, Caio
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Chen, Son-nan
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Goldstein, Robert S.
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Ito, Takayasu
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Schwartz, Eduardo S.
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12
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12
Tzavalis, Elias
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
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11
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Journal of financial economics
4
Journal of international money and finance
4
Journal of money, credit and banking : JMCB
4
The American economic review
4
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3
International journal of central banking : IJCB
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International journal of finance & economics : IJFE
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International journal of forecasting
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Oxford bulletin of economics and statistics
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The determination of long-term interest rates and exchange rates and the role of expectations
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The review of economic studies
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ECONIS (ZBW)
54
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54
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
The American economic review
110
(
2020
)
5
,
pp. 1316-1354
Persistent link: https://www.econbiz.de/10012391812
Saved in:
3
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
4
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
Saved in:
5
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
Saved in:
6
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 511-553
Persistent link: https://www.econbiz.de/10011803275
Saved in:
7
The economic value of predicting bond risk premia
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of empirical finance
37
(
2016
),
pp. 247-267
Persistent link: https://www.econbiz.de/10011663051
Saved in:
8
Monetary policy expectations at the zero lower bound
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
7
,
pp. 1439-1465
Persistent link: https://www.econbiz.de/10011707930
Saved in:
9
Understanding the predictability of excess returns
Thornton, Daniel L.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10011701088
Saved in:
10
Inflation expectations and the news
Bauer, Michael D.
- In:
International journal of central banking : IJCB
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10010512518
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