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type_genre:"Article in journal"
~person:"Bauer, Michael D."
~person:"Favero, Carlo A."
~subject:"Theorie"
~subject:"Yield curve"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Term structure theory"
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Bauer, Michael D.
Favero, Carlo A.
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
19
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17
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11
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11
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11
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ECONIS (ZBW)
23
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1
Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
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
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:
4
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:
5
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:
6
Demographics and the behavior of interest rates
Favero, Carlo A.
;
Gozluklu, Arie E.
;
Yang, Haoxi
- In:
IMF economic review
64
(
2016
)
4
,
pp. 732-776
Persistent link: https://www.econbiz.de/10011685635
Saved in:
7
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:
8
Contagion in the EMU : the role of Eurobonds with OMTs
Favero, Carlo A.
;
Missale, Alessandro
- In:
Review of law and economics : publ. in cooperation with …
12
(
2016
)
3
,
pp. 555-584
Persistent link: https://www.econbiz.de/10011596623
Saved in:
9
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
Saved in:
10
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
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