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~person:"Thornton, Daniel L."
~source:"econis"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Thornton, Daniel L.
Rudebusch, Glenn D.
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23
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11
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1
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
2
Understanding the predictability of excess returns
Thornton, Daniel L.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10011701088
Saved in:
3
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
- In:
Journal of macroeconomics
37
(
2013
),
pp. 345-348
Persistent link: https://www.econbiz.de/10010237905
Saved in:
4
The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
Saved in:
5
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
Saved in:
6
What's unique about the federal funds rate? : evidence from a spectral perspective
Sarno, Lucio
;
Thornton, Daniel L.
;
Wen, Yi
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10003439758
Saved in:
7
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
2
,
pp. 511-542
Persistent link: https://www.econbiz.de/10003311678
Saved in:
8
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
9
Tests of the expectations hypothesis : resolving the anomalies when the short-term rate is the federal funds rate
Thornton, Daniel L.
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2541-2556
Persistent link: https://www.econbiz.de/10003071031
Saved in:
10
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
5
,
pp. 21-39
Persistent link: https://www.econbiz.de/10002257751
Saved in:
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