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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Gallant, A. Ronald
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
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Economics letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of economic behavior & organization : JEBO
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The economic journal : the journal of the Royal Economic Society
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,523
Journal of monetary economics
1,501
Public choice
1,413
International economic review
1,383
Applied economics letters
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ECONIS (ZBW)
179
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1
Bond returns and market expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Costantini, Riccardo
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 708-729
Persistent link: https://www.econbiz.de/10010512285
Saved in:
2
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
3
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
4
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
5
Estimating shadow-rate term structure models with near-zero yields
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 226-259
Persistent link: https://www.econbiz.de/10011339339
Saved in:
6
Change-points in affine arbitrage-free term structure models
Chib, Siddhartha
;
Kang, Kyu Ho
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 302-334
Persistent link: https://www.econbiz.de/10009745891
Saved in:
7
Gaussian macro-finance term structure models with lags
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 581-609
Persistent link: https://www.econbiz.de/10010233878
Saved in:
8
A regime-switching Nelson-Siegel term structure model and interest rate forecasts
Xiang, Ju
;
Zhu, Xiaoneng
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 522-555
Persistent link: https://www.econbiz.de/10009786516
Saved in:
9
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
10
Beyond single-factor affine term structure models
Ferreira, Eva
;
Gil-Bazo, Javier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 565-591
Persistent link: https://www.econbiz.de/10002349845
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