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Estimation
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Thornton, Daniel L.
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Sarno, Lucio
9
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ECONIS (ZBW)
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1
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/10003434577
Saved in:
2
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
-
2005
Persistent link: https://www.econbiz.de/10013424666
Saved in:
3
Monetary policy rules and regime shifts
Valente, Giorgio
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 525-535
Persistent link: https://www.econbiz.de/10001770781
Saved in:
4
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
Saved in:
5
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
2
,
pp. 511-542
Persistent link: https://www.econbiz.de/10003311678
Saved in:
6
The relationship between the daily and policy-relevant liquidity effects
Thornton, Daniel L.
- In:
Review / Federal Reserve Bank of St. Louis
92
(
2010
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10008842034
Saved in:
7
Resolving the unbiasedness puzzle in the foreign exchange market
Thornton, Daniel L.
-
2009
Persistent link: https://www.econbiz.de/10003799104
Saved in:
8
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
5
,
pp. 21-39
Persistent link: https://www.econbiz.de/10002257751
Saved in:
9
The appropriate interest rate and scale variable in money demand : results from non-nested tests
Thornton, Daniel L.
-
1983
-
Rev
Persistent link: https://www.econbiz.de/10002907358
Saved in:
10
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982928
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