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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000638171
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Peso problem explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - In: Journal of monetary economics 48 (2001) 2, pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000986532
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"Peso Problem" Explanations for Term Structure Anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David A. - 2021
States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector …-problem effects is largely consistent with term structure data from the U.S., U.K., and Germany …
Persistent link: https://www.econbiz.de/10013232709
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"Peso Problem" Explanations for Term Structure Anomalies
Bekaert, Geert - 1997
States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector …-problem effects is largely consistent with term structure data from the U.S., U.K., and Germany …
Persistent link: https://www.econbiz.de/10012472666
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A comparison of yield curve estimation techniques using UK data
Ioannides, Michalis - In: Journal of banking & finance 27 (2003) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001721729
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A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001223732
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Panel-data estimation of non-linear term-structure models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000996537
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Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana - In: International review of financial analysis 52 (2017), pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096