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Equilibrium yield curves with imperfect information
Tanaka, Hiroatsu - 2022 - This draft: December 2022
Persistent link: https://www.econbiz.de/10014282928
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Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia; Schneider, Andrés; Wei, Min - 2023 - This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
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Commodity index trading and hedging costs
Brunetti, Celso; Reiffen, David A. - 2011
Persistent link: https://www.econbiz.de/10009406419
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A closer look at the sensitivity puzzle : the sensitivity of expected future short rates and term premia to macroeconomic news
Beechey, Meredith Jane - 2007
Persistent link: https://www.econbiz.de/10003454677
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Tips from TIPS : the informational content of Treasury inflation-protected security prices
D'Amico, Stefania; Kim, Don H.; Wei, Min - 2010
Persistent link: https://www.econbiz.de/10003989903
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Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene; Zhou, Hao - 2006
Persistent link: https://www.econbiz.de/10003391507
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An estimate of the inflation risk premium using a three-factor affine term structure model
Durham, J. Benson - 2006
Persistent link: https://www.econbiz.de/10003393524
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Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene; Zhou, Hao - 2006
Persistent link: https://www.econbiz.de/10009569792
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Tips from tips : the informational content of treasury inflation-protected security prices
D'Amico, Stefania; Kim, Don H.; Wei, Min - 2014
Persistent link: https://www.econbiz.de/10010433466
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What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio - 2014
Persistent link: https://www.econbiz.de/10010434016