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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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Behavioral economics and macroeconomic models
Driscoll, John C.; Holden, Steinar - 2014
Persistent link: https://www.econbiz.de/10010433383
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The evolution of retirement wealth
Devlin-Foltz, Sebastian; Henriques, Alice M.; … - 2015
Persistent link: https://www.econbiz.de/10011408535
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Around and around : the expectations hypothesis
Gilles, Christian; Fisher, Mark - 1996
Persistent link: https://www.econbiz.de/10000938506
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Treasury yields and corporate bond yield spreads : an empirical analysis
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000939506
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Fitting the term structure of interest rates with smoothing splines
Fisher, Mark; Nychka, Douglas W.; Zervos, David - 1995
Persistent link: https://www.econbiz.de/10000923674
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Nonparametric density estimation and tests of continuous time interest rate models
Pritsker, Matt - 1997
Persistent link: https://www.econbiz.de/10000633273
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Interest rates and M2 in an error correction macro model
Whitesell, William - 1997
Persistent link: https://www.econbiz.de/10000651484
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Short rate expectations, term premiums, and central bank use of derivatives to reduce policy uncertainty
Tinsley, P. A. - 1999
Persistent link: https://www.econbiz.de/10001366220
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Stock market fluctuations and the term structure
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000930617