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Yield curve
67
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67
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18
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18
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16
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Journal of economic dynamics & control
NBER working paper series
304
Working paper / National Bureau of Economic Research, Inc.
276
NBER Working Paper
241
Journal of banking & finance
221
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
135
Journal of international money and finance
119
Journal of financial economics
116
ECB Working Paper
113
Working paper series / European Central Bank
112
International journal of theoretical and applied finance
111
Finance and economics discussion series
106
IMF working papers
105
Working paper
104
Journal of money, credit and banking : JMCB
93
Applied economics
89
International review of economics & finance : IREF
88
Economics letters
86
The review of financial studies
84
Finance research letters
83
The journal of finance : the journal of the American Finance Association
78
Economic modelling
74
Journal of monetary economics
72
Journal of empirical finance
71
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Working papers series / Federal Reserve Bank of San Francisco
68
CESifo working papers
65
Applied economics letters
63
Discussion paper
63
Discussion papers / CEPR
63
Journal of financial and quantitative analysis : JFQA
60
The journal of futures markets
59
Journal of international financial markets, institutions & money
58
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
The European journal of health economics : HEPAC ; health economics in prevention and care
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ECONIS (ZBW)
67
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11
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
12
Animal spirits and credit cycles
De Grauwe, Paul
;
Macchiarelli, Corrado
- In:
Journal of economic dynamics & control
59
(
2015
),
pp. 95-117
Persistent link: https://www.econbiz.de/10011575059
Saved in:
13
Equilibrium variance risk premium in a cost-free production economy
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 42-60
Persistent link: https://www.econbiz.de/10012004952
Saved in:
14
Interest rates and financial fragility
Li, Yang
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 195-205
Persistent link: https://www.econbiz.de/10011915565
Saved in:
15
The impact of EMU on bond yield convergence : evidence from a time-varying dynamic factor model
Bhatt, Vipul
;
Kishor, N. Kundan
;
Ma, Jun
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 206-222
Persistent link: https://www.econbiz.de/10011915566
Saved in:
16
A hybrid spline-based parametric model for the yield curve
Faria, Adriano
;
Almeida, Caio
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 72-94
Persistent link: https://www.econbiz.de/10011973855
Saved in:
17
Threshold-based forward guidance
Boneva, Lena
;
Harrison, Richard
;
Waldron, Matt
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 138-155
Persistent link: https://www.econbiz.de/10011974034
Saved in:
18
Financial factors and monetary policy : determinacy and learnability of equilibrium
Kitney, Paul
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 194-207
Persistent link: https://www.econbiz.de/10011974060
Saved in:
19
Optimal debt management in a liquidity trap
Bouakez, Hafedh
;
Oikonomou, Rigas
;
Priftis, Romanos
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 5-21
Persistent link: https://www.econbiz.de/10011974451
Saved in:
20
Term premia in a simple term structure model
Kihlstrom, Richard E.
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 713-745
Persistent link: https://www.econbiz.de/10001130435
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