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The time-varying response of hours worked to a productivity shock
Li, Huachen - In: Journal of money, credit and banking : JMCB 55 (2023) 7, pp. 1907-1935
Persistent link: https://www.econbiz.de/10014436110
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Macroeconomic sources of risk in the term structure
Balfoussia, Hiona; Wickens, Michael R. - In: Journal of money, credit and banking : JMCB 39 (2007) 1, pp. 205-236
Persistent link: https://www.econbiz.de/10003429978
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An unobserved components model of the yield curve
Startz, Richard; Tsang, Kwok Ping - In: Journal of money, credit and banking : JMCB 42 (2010) 8, pp. 1613-1640
Persistent link: https://www.econbiz.de/10008823662
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The impacts of index options on the underlying stocks : the case of the S&P 100
Liu, Shinhua - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1034-1046
Persistent link: https://www.econbiz.de/10003873836
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What does the yield curve tell us about the Federal Reserve's implicit inflation target?
Doh, Taeyoung - In: Journal of money, credit and banking : JMCB 44 (2012) 2/3, pp. 470-485
Persistent link: https://www.econbiz.de/10009575288
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High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
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Level, slope, curvature of the sovereign yield curve, and fiscal behaviour
Afonso, António; Martins, Manuel Mota Freitas - In: Journal of banking & finance 36 (2012) 6, pp. 1789-1807
Persistent link: https://www.econbiz.de/10009616387
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Simultaneous stochastic volatility transmission across American equity markets
Weber, Enzo - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10009721374
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Stochastic volatility in a macro-finance model of the US term structure of interest rates 1961 - 2004
Spencer, Peter D. - In: Journal of money, credit and banking : JMCB 40 (2008) 6, pp. 1177-1215
Persistent link: https://www.econbiz.de/10003745947
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244