Narrow search
Showing 1 - 10 of 11
Cover Image
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.; Wright, Jonathan H. - 2005
Persistent link: https://www.econbiz.de/10003087210
Cover Image
Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2012
Persistent link: https://www.econbiz.de/10009715491
Cover Image
Jumps in bond yields at known times
Kim, Don H.; Wright, Jonathan H. - 2014
Persistent link: https://www.econbiz.de/10011286165
Cover Image
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H. (contributor); Wright, Jonathan H. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003137207
Cover Image
Cracking the conundrum
Backus, David; Wright, Jonathan H. - 2007
Persistent link: https://www.econbiz.de/10003828184
Cover Image
The TIPS yield curve and inflation compensation
Gürkaynak, Refet S.; Sack, Brian; Wright, Jonathan H. - 2008
Persistent link: https://www.econbiz.de/10003828815
Cover Image
The high-frequency impact of news on long-term yields and forward rates : is it real?
Beechey, Meredith Jane; Wright, Jonathan H. - 2008
Persistent link: https://www.econbiz.de/10003830177
Cover Image
The US Treasury yield curve : 1961 to the present
Gürkaynak, Refet S.; Sack, Brian; Wright, Jonathan H. - 2006
Persistent link: https://www.econbiz.de/10003350338
Cover Image
The yield curve and predicting recessions
Wright, Jonathan H. - 2006
Persistent link: https://www.econbiz.de/10003297463
Cover Image
Confidence intervals for long-horizon predictive regressions via reverse regressions
Wei, Min; Wright, Jonathan H. - 2009
Persistent link: https://www.econbiz.de/10003867244