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~isPartOf:"Finance and economics discussion series"
~person:"Cahill, Michael E."
~person:"Giannone, Domenico"
~person:"Harkrader, James Collin"
~person:"Lengwiler, Yvan"
~person:"Zhou, Hao"
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Cahill, Michael E.
Giannone, Domenico
Harkrader, James Collin
Lengwiler, Yvan
Zhou, Hao
D'Amico, Stefania
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Price discovery in the U.S. Treasury cash market : on principal trading firms and dealers
Harkrader, James Collin
;
Puglia, Michael
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2020
Persistent link: https://www.econbiz.de/10012389832
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2
The low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo
;
Giannone, Domenico
;
Modugno, Michele
-
2014
Persistent link: https://www.econbiz.de/10010434072
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3
Duration risk versus local supply channel in treasury yields : evidence from the Federal Reserve's asset purchase announcements
Cahill, Michael E.
;
D'Amico, Stefania
;
Li, Canlin
; …
-
2013
Persistent link: https://www.econbiz.de/10010431745
Saved in:
4
Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001764084
Saved in:
5
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
Saved in:
6
The auctions of Swiss government bonds : should the treasury price discriminate or not?
Heller, Daniel
-
1998
Persistent link: https://www.econbiz.de/10000993172
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