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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
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Out-of-sample predictions of bond excess returns and forward rates : an asset-allocation perspective
Thornton, Daniel L.; Valente, Giorgio - 2010
Persistent link: https://www.econbiz.de/10008668608
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Out-of-sample predictions of bond excess returns and forward rates : an asset allocation perspective
Thornton, Daniel L.; Valente, Giorgio - In: The review of financial studies 25 (2012) 10, pp. 3141-3168
Persistent link: https://www.econbiz.de/10009630174
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Federal funds rate prediction
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
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Federal funds rate prediction
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
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Federal funds rate prediction
Sarno, Lucio - 2004
Persistent link: https://www.econbiz.de/10013424490
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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio - 2005
Persistent link: https://www.econbiz.de/10013424666
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The information content of discount rate announcements : what's behind the announcement effect?
Thornton, Daniel L. - 1995
Persistent link: https://www.econbiz.de/10000926552
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The market's reaction to discount changes : what's behind the announcement effect?
Thornton, Daniel L. - 1992
Persistent link: https://www.econbiz.de/10000896971
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Why do T-bill rates react to discount rate changes?
Thornton, Daniel L. - 1992
Persistent link: https://www.econbiz.de/10000897001