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~subject:"Yield curve"
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Yield curve
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Piazzesi, Monika
22
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18
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7
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5
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5
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4
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4
Wei, Min
4
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3
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1
Affine term structure models
Piazzesi, Monika
-
2010
Persistent link: https://www.econbiz.de/10003900694
Saved in:
2
Should the monetary policy rule be different in a financial crisis?
Piazzesi, Monika
- In:
Journal of economic dynamics & control
49
(
2014
),
pp. 18-20
Persistent link: https://www.econbiz.de/10010486617
Saved in:
3
Bond yields and the federal reserve
Piazzesi, Monika
- In:
Journal of political economy
113
(
2005
)
2
,
pp. 311-344
Persistent link: https://www.econbiz.de/10002798585
Saved in:
4
Time varying term premia and traditional hypotheses about the term structure
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1307-1314
Persistent link: https://www.econbiz.de/10001098060
Saved in:
5
Arbitrage and the expectations hypothesis
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 989-994
Persistent link: https://www.econbiz.de/10001497488
Saved in:
6
The term structure of very short-term rates : new evidence for the expectations hypothesis
Longstaff, Francis A.
- In:
Journal of financial economics
58
(
2000
)
3
,
pp. 397-415
Persistent link: https://www.econbiz.de/10001517953
Saved in:
7
A nonlinear general equilibrium model of the term structure of interest rates
Longstaff, Francis A.
- In:
Journal of financial economics
23
(
1989
)
2
,
pp. 195-224
Persistent link: https://www.econbiz.de/10001076063
Saved in:
8
Multiple equilibria and term structure models
Longstaff, Francis A.
- In:
Journal of financial economics
32
(
1992
)
3
,
pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
Saved in:
9
Bond positions, expectations, and the yield curve
Piazzesi, Monika
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003732148
Saved in:
10
Modeling bond yields in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003158969
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