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A dynamic model for the forward curve
Chua, Choong Tze; Foster, Dean P.; Ramaswamy, Krishna; … - In: The review of financial studies 21 (2008) 1, pp. 265-310
Persistent link: https://www.econbiz.de/10003716162
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Is nonlinear drift implied by the short end of the term structure?
Takamizawa, Hideyuki - In: The review of financial studies 21 (2008) 1, pp. 311-346
Persistent link: https://www.econbiz.de/10003716165
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The first-world debt crisis of 2007 - 2010 in global perspective
Wade, Robert - In: Challenge 51 (2008) 4, pp. 23-54
Persistent link: https://www.econbiz.de/10003740474
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J. - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
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The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - In: The review of financial studies 21 (2008) 4, pp. 1653-1687
Persistent link: https://www.econbiz.de/10003765316
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Policy and security implications of the financial crisis : a plan for America
Galbraith, James K. - In: Challenge 51 (2008) 6, pp. 6-25
Persistent link: https://www.econbiz.de/10003779767
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The behavior of interest rates
Fama, Eugene F. - In: The review of financial studies 19 (2006) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
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Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.; Henry, Tyler R.; Kisgen, Darren J. - In: The review of financial studies 19 (2006) 2, pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
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Public debt and long-term interest rates : the case of Germany, Italy and the USA
Paesani, Paolo (contributor); Strauch, Rolf (contributor);  … - 2006
macroeconomic consequences of government debt accumulation. Focusing on the USA, Germany and Italy over the 1983-2003 period, the …
Persistent link: https://www.econbiz.de/10003358611
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(Un)Predictability and macroeconomic stability
D'Agostino, Antonello (contributor);  … - 2006
This paper documents a new stylized fact of the greater macroeconomic stability of the U.S. economy over the last two decades. Using 131 monthly time series, three popular statistical methods and the forecasts of the Federal Reserve's Greenbook and the Survey of Professional Forecasters, we show...
Persistent link: https://www.econbiz.de/10003310819