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Sarno, Lucio
68
Wen, Yi
24
Thornton, Daniel L.
23
Taylor, Mark P.
22
Valente, Giorgio
14
Della Corte, Pasquale
5
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1
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Journal of banking & finance
10
Journal of money, credit and banking : JMCB
9
Economics letters
6
Journal of international economics
6
Journal of economic dynamics & control
5
Journal of financial economics
5
Journal of international money and finance
4
Journal of macroeconomics
4
Journal of monetary economics
4
The journal of futures markets
4
Journal of economic theory
3
The Manchester School
3
The review of financial studies
3
American economic journal / Macroeconomics : a journal of the American Economic Association
2
IMF staff papers
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International journal of finance & economics : IJFE
2
Journal of forecasting
2
Macroeconomic dynamics
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
China economic review : an international journal
1
Economic inquiry : journal of the Western Economic Association International
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Problèmes économiques : le meilleur de la presse et des revues pour suivre l'actualité
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What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective
Sarno, Lucio
;
Thornton, Daniel L.
;
Wen, Yi
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
2
,
pp. 293
Persistent link: https://www.econbiz.de/10007718380
Saved in:
2
Federal Funds Rate Prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10006643725
Saved in:
3
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10007614822
Saved in:
4
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10008085341
Saved in:
5
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-175
Persistent link: https://www.econbiz.de/10008898153
Saved in:
6
The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10005887028
Saved in:
7
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
- In:
Monetary and economic studies
22
(
2004
)
2
,
pp. 45-69
Persistent link: https://www.econbiz.de/10009935045
Saved in:
8
By force of demand: Explaining international comovements
Wen, Yi
- In:
Journal of economic dynamics & control
31
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10007391998
Saved in:
9
Another look at sticky prices and output persistence
Wang, Peng-fei
;
Wen, Yi
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2533-2552
Persistent link: https://www.econbiz.de/10007298205
Saved in:
10
A simple nonlinear filter for economic time series analysis
Wen, Yi
;
Zeng, Bing
- In:
Economics letters
64
(
1999
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10006784924
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