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Mandelbrot and the smile

Lehnert, Thorsten - In: Kredit und Kapital 42 (2009) 1, pp. 125-144

Persistent link: https://www.econbiz.de/10003831708

Sunspots and inflation-indexed bonds

Kang, Minwook - 2014

Persistent link: https://www.econbiz.de/10010370350

Volatility linkage of nominal and index-linked bond returns : a multivariate BEKK-GARCH approach

Benlagha, Noureddine - In: Review of economics & finance (2014) 4, pp. 49-60

Persistent link: https://www.econbiz.de/10010471998

The economic value of volatility timing

Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 329-352

Persistent link: https://www.econbiz.de/10001575075

Inflation-linked bonds in incomplete markets with sunspots

Kang, Minwook - In: Macroeconomic dynamics 27 (2023) 4, pp. 928-944

Persistent link: https://www.econbiz.de/10014306673

Essays on Bayesian econometrics

Radchenko, Stanislav - 2002

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Interest rate volatility and monetary policy

Walsh, Carl E. - 1982

Persistent link: https://www.econbiz.de/10002969329

Interest Rate Volatility and Monetary Policy

Walsh, Carl E. - 2021

In October 1979 the Federal Reserve shifted from an interest rate oriented operating procedure to a reserves oriented procedure. It is argued in this paper that part of the very large increase in interest rate volatility which resulted from the policy switch may have been due to shifts in the...

Persistent link: https://www.econbiz.de/10013220958

Interest Rate Volatility and Monetary Policy

Walsh, Carl E. - 1982

Persistent link: https://www.econbiz.de/10012478193

Tax smoothing and optimal inflation persistence in RBC monetary models revisited

Kiarsi, Mehrab - In: Scottish journal of political economy : the journal of … 69 (2022) 5, pp. 465-486

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