Similar Search Results

Do risk premia explain it all? : evidence from the term structure

Evans, Martin D. D.; Lewis, Karen K. - 1990

Persistent link: https://www.econbiz.de/10000799512

Asset markets and macroeconomic policy : 3 essays in macroeconomics

Evans, Martin D. D. - 1987

Persistent link: https://www.econbiz.de/10000780038

Peso problems and heterogeneous trading : evidence from excess returns in foreign exchange and euromarkets

Evans, Martin D. D.; Lewis, Karen K. - 1992

Persistent link: https://www.econbiz.de/10000136613

A modern look at asset pricing and short-term interest rates

Evans, Martin D. D.; Wachtel, Paul - 1990

Persistent link: https://www.econbiz.de/10000784200

Real risk, inflation risk, and the term structure

Evans, Martin D. D. - In: The economic journal : the journal of the Royal … 113 (2003), pp. 345-389

Persistent link: https://www.econbiz.de/10001761329

Real rates, expected inflation, and inflation risk premia

Evans, Martin D. D. - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 187-218

Persistent link: https://www.econbiz.de/10001235489

Do stationary risk premia explain it all? : Evidence from the term structure

Evans, Martin D. D. - In: Journal of monetary economics 33 (1994) 2, pp. 285-318

Persistent link: https://www.econbiz.de/10001160899

The term structure of credit risk : estimates and specifications

Cumby, Robert; Evans, Martin D. D. - 1995

Persistent link: https://www.econbiz.de/10000921056

Index-linked debt and the real term structure : new estimates and implications from the UK bond market

Evans, Martin D. D. - 1996

Persistent link: https://www.econbiz.de/10000944244

A Modern Look at Asset Pricing and Short-Term Interest Rates

Evans, Martin; Wachtel, Paul - 2021

This paper uses modern asset pricing theory to examine the behavior of short-term nominal interest rates over the past 25 years. The analysis investigates whether variation in the stochastic behavior of output and inflation can explain movements in the rate of interest. Our results reveal that...

Persistent link: https://www.econbiz.de/10013227862