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Bond risk premia, macroeconomic fundamentals and the exchange rate
Pericoli, Marcello; Taboga, Marco - 2009
Persistent link: https://www.econbiz.de/10003940233
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Bond risk premia, macroeconomic fundamentals and the exchange rate
Pericoli, Marcello; Taboga, Marco - In: International review of economics & finance : IREF 22 (2012) 1, pp. 42-65
Persistent link: https://www.econbiz.de/10009618709
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Canonical term-structure models with observable factors and the dynamics of bond risk premia
Pericoli, Marcello; Taboga, Marco - In: Journal of money, credit and banking : JMCB 40 (2008) 7, pp. 1471-1488
Persistent link: https://www.econbiz.de/10003761419
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Understanding policy rates at the zero lower bound : insights from a Bayesian shadow rate model
Pericoli, Marcello; Taboga, Marco - 2015
Persistent link: https://www.econbiz.de/10011672607
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Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models
Pericoli, Marcello; Taboga, Marco - 2018
Persistent link: https://www.econbiz.de/10011941279
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Canonical term-structure models with oberservable factors and the dynamics of bond risk premiums
Pericoli, Marcello - 2006
Persistent link: https://www.econbiz.de/10013439491
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Nearly exact Bayesian estimation of non-linear no-arbitrage term-structure models
Pericoli, Marcello; Taboga, Marco - In: Journal of financial econometrics 20 (2022) 5, pp. 807-838
Persistent link: https://www.econbiz.de/10013460028
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Real term structure and inflation compensation in the Euro area
Pericoli, Marcello - In: International journal of central banking : IJCB 10 (2014) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10010358789
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Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States
Pericoli, Marcello - In: Developments in macro-finance Yield curve modelling, (pp. 412-454). 2014
Persistent link: https://www.econbiz.de/10010253809
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The external value of the Euro and EMU's monetary policy
Pericoli, Marcello - In: Monetary Union, employment and growth : the impact of …, (pp. 21-36). 2001
Persistent link: https://www.econbiz.de/10001554108