Thornton, Daniel L. - 2009
.T. Swanson, and J.H. Wright. (2004) “Indentifying VARs Based on High
Frequency Futures Data,” Journal of Monetary Economics, 51 … of
Monetary Policy Expectations,” Journal of Business and Economic Statistics, 25,
201-12.
Hamilton, J.D. (2008 … Market,” Journal of Monetary Economics, 47(3), 523-44.
Piazzesi, M., and E.T. Swanson. (2008). “Futures Prices and Risk …