Showing 1 - 10 of 63
We explore the macro/finance interface in the context of equity markets. In particular, using half a century of Livingston expected business conditions data we characterize directly the impact of expected business conditions on expected excess stock returns. Expected business conditions...
Persistent link: https://www.econbiz.de/10010298269
Despite powerful advances in yield curve modeling in the last twenty years, comparatively little attention has been paid to the key practical problem of forecasting the yield curve. In this paper we do so. We use neither the no-arbitrage approach, which focuses on accurately fitting the cross...
Persistent link: https://www.econbiz.de/10010298283
Persistent link: https://www.econbiz.de/10000824177
Persistent link: https://www.econbiz.de/10000682409
Persistent link: https://www.econbiz.de/10003716930
Persistent link: https://www.econbiz.de/10003726399
Persistent link: https://www.econbiz.de/10003729191
Persistent link: https://www.econbiz.de/10003754172
Persistent link: https://www.econbiz.de/10000108981
Persistent link: https://www.econbiz.de/10003277971