Narrow search
Showing 1 - 10 of 36
Cover Image
Federal funds rate prediction
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Cover Image
Revisiting the predictability of bond risk premia
Thornton, Daniel L.; Valente, Giorgio - 2009
Persistent link: https://www.econbiz.de/10003820335
Cover Image
Out-of-sample predictions of bond excess returns and forward rates : an asset-allocation perspective
Thornton, Daniel L.; Valente, Giorgio - 2010
Persistent link: https://www.econbiz.de/10008668608
Cover Image
The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740502
Cover Image
The efficient market hypothesis and identification in structural VARs
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986502
Cover Image
Whatś unique about the federal funds rate? : Evidence from a spectral perspective
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974839
Cover Image
The daily liquidity effect
Thornton, Daniel L. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003739714
Cover Image
The daily and policy-relevant liquidity effects
Thornton, Daniel L. (contributor) - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740524
Cover Image
Resolving the unbiasedness and forward premium puzzles
Thornton, Daniel L. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003740607
Cover Image
The unusual behavior of the federal funds and 10-year treasury rates : a conundrum or Goodhart's law?
Thornton, Daniel L. (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003740942