Narrow search
Showing 1 - 10 of 1,147
Cover Image
The predictive power of the yield spread : further evidence and a structural interpretation
Favero, Carlo A. - 2005
Persistent link: https://www.econbiz.de/10013424580
Cover Image
Time-series and cross-section information in affine term structure models
Jong, Frank de - 1999
Persistent link: https://www.econbiz.de/10013422714
Cover Image
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2010
Persistent link: https://www.econbiz.de/10003976662
Cover Image
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
Cover Image
Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - 2013
Persistent link: https://www.econbiz.de/10010230091
Cover Image
Term-structure estimation with survey data on interest rate forecasts
Kim, Don H.; Orphanides, Athanasios - 2005
Persistent link: https://www.econbiz.de/10003226092
Cover Image
Term structure of risk in expected returns
Zviadadze, Irina - 2018
Persistent link: https://www.econbiz.de/10012113064
Cover Image
The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.; Taylor, Mark P. - 1993
Persistent link: https://www.econbiz.de/10013421950
Cover Image
Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States
Smets, Frank - 1997
Persistent link: https://www.econbiz.de/10013422405
Cover Image
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - 2002
Persistent link: https://www.econbiz.de/10013423845