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type_genre:"Article in journal"
~person:"Bauer, Michael D."
~person:"Cho, Sungjun"
~person:"Phillips, Peter C. B."
~subject:"1985-2007"
~subject:"Bias"
~subject:"Geldpolitik"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Term structure theory"
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1985-2007
Bias
Geldpolitik
Yield curve
16
Zinsstruktur
16
Theorie
8
Theory
8
Estimation
5
Monetary policy
5
Schätzung
5
Estimation theory
4
Risikoprämie
4
Risk premium
4
Schätztheorie
4
Systematischer Fehler
3
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Geldpolitische Transmission
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Japan
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Niedrigzinspolitik
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Panel study
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2
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Term structure
2
1985-2016
1
Ankündigungseffekt
1
Anleihe
1
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1
Asset-Backed Securities
1
Asset-backed securities
1
Bond
1
CAPM
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Dynamic term structure model
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Article in journal
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Non-commercial literature
9
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No longer published / No longer aquired
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English
8
Author
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Bauer, Michael D.
Cho, Sungjun
Phillips, Peter C. B.
Akram, Tanweer
17
Rudebusch, Glenn D.
9
Christensen, Jens H. E.
8
Fendel, Ralf
7
Das, Anupam
6
Ito, Takayasu
6
Kozicki, Sharon
5
Kugler, Peter
5
Afonso, António
4
Bhattacharyya, Indranil
4
Chernov, Mikhail
4
Favero, Carlo A.
4
Guidolin, Massimo
4
Jarrow, Robert A.
4
López, José A.
4
Moessner, Richhild
4
Neugebauer, Frederik
4
Pedio, Manuela
4
Renne, Jean-Paul
4
Svensson, Lars E. O.
4
Tinsley, Peter A.
4
Wu, Jing Cynthia
4
Altavilla, Carlo
3
Chadha, Jagjit
3
Chebbi, Tarek
3
Costa Filho, Adonias Evaristo da
3
De Rezende, Rafael B.
3
Ehrmann, Michael
3
Feldkircher, Martin
3
Fernandes, Marcelo
3
Florio, Anna
3
Fratzscher, Marcel
3
Frenkel, Michael
3
Goodfriend, Marvin
3
Grisse, Christian
3
Gros, Daniel
3
Horváth, Roman
3
Hsing, Yu
3
Hördahl, Peter
3
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Journal of money, credit and banking : JMCB
2
International journal of central banking : IJCB
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
1
The review of financial studies
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ECONIS (ZBW)
8
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1
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
2
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:
3
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:
4
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:
5
The signaling channel for federal reserve bond purchases
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
International journal of central banking : IJCB
10
(
2014
)
3
,
pp. 233-289
Persistent link: https://www.econbiz.de/10010469910
Saved in:
6
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:
7
Correcting estimation bias in dynamic term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009658338
Saved in:
8
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
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