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The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - In: The review of economics and statistics 99 (2017) 5, pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
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Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - In: The review of economics and statistics 92 (2010) 2, pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
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Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.; Gallo, Giampiero M.; Velucchi, Margherita - In: The review of economics and statistics 94 (2012) 1, pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
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Predicting US recessions with dynamic binary response models
Kauppi, Heikki; Saikkonen, Pentti - In: The review of economics and statistics 90 (2008) 4, pp. 777-791
Persistent link: https://www.econbiz.de/10003772088
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The yield curve as a predictor of growth : long-run evidence, 1875 - 1997
Bordo, Michael D.; Haubrich, Joseph Gerard - In: The review of economics and statistics 90 (2008) 1, pp. 182-185
Persistent link: https://www.econbiz.de/10003690090
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What does the yield curve tell us about exchange rate predictability?
Chen, Yu-chin; Tsang, Kwok Ping - In: The review of economics and statistics 95 (2013) 1, pp. 185-205
Persistent link: https://www.econbiz.de/10009732105
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Rational bias in yield curve forecasts
Peterson, Steven P. - In: The review of economics and statistics 83 (2001) 3, pp. 457-464
Persistent link: https://www.econbiz.de/10001594040
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The central tendency : a second factor in bond yields
Balduzzi, Pierluigi - In: The review of economics and statistics 80 (1998) 1, pp. 62-72
Persistent link: https://www.econbiz.de/10001235783
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Indicator properties of the paper-bill spread : lessons from recent experience
Friedman, Benjamin M. - In: The review of economics and statistics 80 (1998) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10001235788
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The Fisher effect and the term structure of interest rates : tests of cointegration
Wallace, Myles Stuart - In: The review of economics and statistics 75 (1993) 2, pp. 320-324
Persistent link: https://www.econbiz.de/10001144966