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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010363319
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Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter; Vayanos, Dimitri - 2014
Persistent link: https://www.econbiz.de/10010363538
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A dynamic equilibrium model of ETFs
Malamud, Semyon - 2016
Persistent link: https://www.econbiz.de/10011544477
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The dynamics of financially constrained arbitrage
Gromb, Denis; Vayanos, Dimitri - 2015
Persistent link: https://www.econbiz.de/10010495451
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The term structure of interest rates : structural stability and macroeconomic policy changes in the UK
Driffill, John - 1990
Persistent link: https://www.econbiz.de/10000128452
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Higher order expectations in asset pricing
Bacchetta, Philippe; Van Wincoop, Eric - 2008
Persistent link: https://www.econbiz.de/10003640578
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Estimated interest rate rules : do they determine determinancy properties?
Jensen, Henrik - 2009
Persistent link: https://www.econbiz.de/10003911983
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Macroeconomics and the term structure
Gürkaynak, Refet S.; Wright, Jonathan H. - 2010
Persistent link: https://www.econbiz.de/10008667418
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Learning about term structure and optimal rules for inflation targeting
Tesfaselassie, Mewael F.; Schaling, Eric; Eijffinger, … - 2006
Persistent link: https://www.econbiz.de/10003389305
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New-Keynesian macroeconomics and the term structure
Bekaert, Geert; Cho, Seonghoon; Moreno, Antonio - 2006
Persistent link: https://www.econbiz.de/10003395329