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Forward interest rates as predictors of future US spot rates before and after the 2008 financial crisis
Wickens, Michael R. - In: Open economies review 33 (2022) 3, pp. 391-406
Persistent link: https://www.econbiz.de/10013455580
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The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias; Wickens, Michael R. - 1994
Persistent link: https://www.econbiz.de/10000912868
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Forecasting inflation from the term structure
Tzavalis, Elias; Wickens, Michael R. - 1995
Persistent link: https://www.econbiz.de/10000939712
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What was the market's view of UK monetary policy? : Estimating inflation risk and expected inflation with indexed bonds
Remolona, Eli M.; Wickens, Michael R.; Gong, Frank Fangxiong - 1998
Persistent link: https://www.econbiz.de/10000998660
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Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
Tzavalis, Elias - In: Journal of money, credit and banking : JMCB 29 (1997) 3, pp. 364-380
Persistent link: https://www.econbiz.de/10001226631
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Forecasting inflation from the term structure
Tzavalis, Elias - In: Journal of empirical finance 3 (1996) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10001208677
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The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias; Wickens, Michael R. - 1994
Persistent link: https://www.econbiz.de/10000895299
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Asset pricing with observable stochastic discount factors
Smith, Peter N. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001653785
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Asset pricing with observable stochastic discount factors
Smith, Peter; Wickens, Michael R. - In: Journal of economic surveys 16 (2002) 3, pp. 397-446
Persistent link: https://www.econbiz.de/10001686269
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Asset pricing with observable stochastic discount factors
Smith, Peter N.; Wickens, Michael R. - In: Contributions to financial econometrics : theoretical …, (pp. 161-210). 2003
Persistent link: https://www.econbiz.de/10001932664