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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. - 2007
Persistent link: https://www.econbiz.de/10003549589
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Pricing deflation risk with US treasury yields
Christensen, Jens H. E.; López, José A.; Rudebusch, … - In: Review of finance : journal of the European Finance … 20 (2016) 3, pp. 1107-1152
Persistent link: https://www.econbiz.de/10011590714
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A new normal for interest rates? : evidence from inflation-indexed debt
Christensen, Jens H. E.; Rudebusch, Glenn D. - In: The review of economics and statistics 101 (2019) 5, pp. 933-949
Persistent link: https://www.econbiz.de/10012208849
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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
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The dynamic relationship between the federal funds rate and the treasury bill rate : an empirical investigation
Sarno, Lucio - 2002
Persistent link: https://www.econbiz.de/10013423817
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Federal funds rate prediction
Sarno, Lucio - 2004
Persistent link: https://www.econbiz.de/10013424490
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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio - 2005
Persistent link: https://www.econbiz.de/10013424666