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Yield Curve Dynamics and Spill...
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No-arbitrage Taylor rules
Ang, Andrew
;
Dong, Sen
;
Piazzesi, Monika
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2007
Persistent link: https://www.econbiz.de/10003560949
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Credit risk in the euro area
Gilchrist, Simon
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Mojon, Benoît
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2014
Persistent link: https://www.econbiz.de/10010356911
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Jumps in bond yields at known times
Kim, Don H.
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Wright, Jonathan H.
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2014
Persistent link: https://www.econbiz.de/10010461270
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Risk-free interest rates
Binsbergen, Jules H. van
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Diamond, William F.
; …
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2019
Persistent link: https://www.econbiz.de/10012107992
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Granular instrumental variables
Gabaix, Xavier
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Koijen, Ralph S. J.
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2020
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Linkages across sovereign debt markets
Arellano, Cristina
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Bai, Yan
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2013
Persistent link: https://www.econbiz.de/10010200879
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Reverse engineering the
yield
curve
Backus, David
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1994
Persistent link: https://www.econbiz.de/10000886121
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Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
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1991
Persistent link: https://www.econbiz.de/10000812958
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Yield
spreads and interest rate movements : a bird's eye view
Campbell, John Y.
;
Shiller, Robert J.
-
1989
Persistent link: https://www.econbiz.de/10000777113
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Risk premia and term premia in general equilibrium
Abel, Andrew B.
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1998
Persistent link: https://www.econbiz.de/10000672845
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