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Eurozone sovereign yield spreads and diverging economic fundamentals
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013
Persistent link: https://www.econbiz.de/10009784715
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Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.; Kavajecz, Kenneth A. - 2003
Persistent link: https://www.econbiz.de/10001738938
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Time-varying risk aversion and unexpected inflation
Brandt, Michael W.; Wang, Kevin Q. - In: Journal of monetary economics 50 (2003) 7, pp. 1457-1498
Persistent link: https://www.econbiz.de/10001817498
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Time-consistent no-arbitrage models of the term structure
Brandt, Michael W. (contributor); Yaron, Amir (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
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Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.; Yaron, Amir - 2003
Persistent link: https://www.econbiz.de/10001731395
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Nonlinear mean reversion in the short-term interest rate
Jones, Christopher S. - In: The review of financial studies 16 (2003) 3, pp. 793-843
Persistent link: https://www.econbiz.de/10001794935
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Identification of maximal affine term structure models
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 743-795
Persistent link: https://www.econbiz.de/10003822769
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
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Can interest rate volatility be extracted from the cross section of bond yields? : An investigation of unspanned stochastic volatility
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - 2004
Persistent link: https://www.econbiz.de/10002361808
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The predictive failure of the Baba, Hendry and Starr model of M1
Hess, Gregory D.; Jones, Christopher S.; Porter, Richard D. - In: Journal of economics & business 50 (1998) 6, pp. 477-507
Persistent link: https://www.econbiz.de/10001369031