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Sharpe ratios in term structur...
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1
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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2
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
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3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
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4
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
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5
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
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6
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
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7
Predictive regressions with time-varying coefficients
Dangl, Thomas
;
Halling, Michael
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 157-181
Persistent link: https://www.econbiz.de/10009666666
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8
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
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9
Flow and stock effects of large-scale treasury purchases : evidence on the importance of local supply
D'Amico, Stefania
;
King, Thomas B.
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 425-448
Persistent link: https://www.econbiz.de/10009749331
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10
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
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