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subject:"Forecasting model"
~person:"Bauer, Michael D."
~subject:"Risikoprämie"
~subject:"Theory"
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Bauer, Michael D.
Rudebusch, Glenn D.
20
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18
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14
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13
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Nominal interest rates and the news
Bauer, Michael D.
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
2/3
,
pp. 295-331
Persistent link: https://www.econbiz.de/10010519170
Saved in:
7
International channels of the Fed's unconventional monetary policy
Bauer, Michael D.
;
Neely, Christopher J.
- In:
Journal of international money and finance
44
(
2014
),
pp. 24-46
Persistent link: https://www.econbiz.de/10010391093
Saved in:
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