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The New Keynesian model and bond yields
Andreasen, Martin Møller - 2021
Persistent link: https://www.econbiz.de/10012433979
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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller - 2019
Persistent link: https://www.econbiz.de/10012063989
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Time-consistency problem and the behavior of US inflation from 1970 to 2008
Nonejad, Nima - 2013
Persistent link: https://www.econbiz.de/10009782705
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Tails, fears and risk premia
Bollerslev, Tim; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003849565
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Risk premia in general equilibrium
Posch, Olaf - 2009
Persistent link: https://www.econbiz.de/10003903532
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The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - 2012
Persistent link: https://www.econbiz.de/10009576958
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2012
Persistent link: https://www.econbiz.de/10009524097
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Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard - 2015
Persistent link: https://www.econbiz.de/10011343492
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Rare disasters and credit market puzzles
Christoffersen, Peter F.; Du, Du; Elkamhi, Redouane - 2013
Persistent link: https://www.econbiz.de/10010226839
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End-of-the-year economic growth and time-varying expected returns
Møller, Stig Vinther; Rangvid, Jesper - 2012
Persistent link: https://www.econbiz.de/10009632221