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person:"Duffee, Gregory R."
~isPartOf:"Journal of econometrics"
~person:"Chernov, Mikhail"
~person:"Fulop, Andras"
~person:"Renne, Jean-Paul"
~person:"Rudebusch, Glenn D."
~subject:"Estimation"
~subject:"Geldpolitik"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Geldpolitik
Yield curve
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Duffee, Gregory R.
Chernov, Mikhail
Fulop, Andras
Renne, Jean-Paul
Rudebusch, Glenn D.
Bikbov, Ruslan
2
Aruoba, S. Borağan
1
Aït-Sahalia, Yacine
1
Chen, Qiang
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Journal of econometrics
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Paris December 2011 Finance Meeting EUROFIDAI - AFFI
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ECONIS (ZBW)
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1
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
3
Monetary policy regimes and the term structure of interest rates
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10009737236
Saved in:
4
No-arbitrage macroeconomic determinants of the yield curve
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 166-182
Persistent link: https://www.econbiz.de/10008839932
Saved in:
5
The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
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