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Bond risk premia, macroeconomi...
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1
Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models
Pericoli, Marcello
;
Taboga, Marco
-
2018
Persistent link: https://www.econbiz.de/10011941279
Saved in:
2
Bond risk premia, macroeconomic fundamentals and the exchange rate
Pericoli, Marcello
;
Taboga, Marco
-
2009
Persistent link: https://www.econbiz.de/10003940233
Saved in:
3
Canonical term-structure models with observable factors and the dynamics of bond risk premia
Pericoli, Marcello
;
Taboga, Marco
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
7
,
pp. 1471-1488
Persistent link: https://www.econbiz.de/10003761419
Saved in:
4
Decomposing euro area sovereign spreads : credit, liquidity and convenience
Pericoli, Marcello
;
Taboga, Marco
-
2015
Persistent link: https://www.econbiz.de/10011672592
Saved in:
5
Understanding policy rates at the zero lower bound : insights from a Bayesian shadow rate model
Pericoli, Marcello
;
Taboga, Marco
-
2015
Persistent link: https://www.econbiz.de/10011672607
Saved in:
6
Nearly exact Bayesian estimation of non-linear no-arbitrage term-structure models
Pericoli, Marcello
;
Taboga, Marco
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 807-838
Persistent link: https://www.econbiz.de/10013460028
Saved in:
7
Canonical term-structure models with oberservable factors and the dynamics of bond risk premiums
Pericoli, Marcello
-
2006
Persistent link: https://www.econbiz.de/10013439491
Saved in:
8
The external value of the Euro and EMU's monetary policy
Pericoli, Marcello
- In:
Monetary Union, employment and growth : the impact of …
,
(pp. 21-36)
.
2001
Persistent link: https://www.econbiz.de/10001554108
Saved in:
9
Real term structure and inflation compensation in the Euro area
Pericoli, Marcello
- In:
International journal of central banking : IJCB
10
(
2014
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10010358789
Saved in:
10
Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States
Pericoli, Marcello
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 412-454)
.
2014
Persistent link: https://www.econbiz.de/10010253809
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