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~person:"Giacomini, Raffaella"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Reprint"
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Schätzung
Anleihe
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Bond
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Erwartungsbildung
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Zinsstruktur
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exponential tilting
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market timing
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out-of-sample evaluation
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Giacomini, Raffaella
Aftab, Hira
2
Altavilla, Carlo
2
Aslanidis, Nektarios
2
Audrino, Francesco
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Beg, Rabiul Alam
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Boukhatem, Jamel
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Campbell, John Y.
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Lin, Fu-Lai
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Navarro Arribas, Eliseo
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Ren, Xiaohang
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Wei, Ping
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Xuan Vinh Vo
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Abbritti, Mirko
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Afonso, António
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
2
Bond returns and market expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Costantini, Riccardo
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 708-729
Persistent link: https://www.econbiz.de/10010512285
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