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Affine term structure models
Piazzesi, Monika - 2010
Persistent link: https://www.econbiz.de/10003900694
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Should the monetary policy rule be different in a financial crisis?
Piazzesi, Monika - In: Journal of economic dynamics & control 49 (2014), pp. 18-20
Persistent link: https://www.econbiz.de/10010486617
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Bond yields and the federal reserve
Piazzesi, Monika - In: Journal of political economy 113 (2005) 2, pp. 311-344
Persistent link: https://www.econbiz.de/10002798585
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An econometric model of the yield curve with macroeconomic jump effects
Piazzesi, Monika - 2001
Persistent link: https://www.econbiz.de/10001577653
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Asset pricing
Piazzesi, Monika - In: NBER reporter online (2010) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10011367038
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Inflation blues : the fortieth-anniversary revival?
Piazzesi, Monika - In: How monetary policy got behind the curve - and how to …, (pp. 357-366). 2023
Persistent link: https://www.econbiz.de/10014290462
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Bond positions, expectations, and the yield curve
Piazzesi, Monika (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732148
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Futures prices as risk-adjusted forecasts of monetary policy
Piazzesi, Monika; Swanson, Eric T. - In: Journal of monetary economics 55 (2008) 4, pp. 677-691
Persistent link: https://www.econbiz.de/10003764351
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Inflation illusion, credit, and asset prices
Piazzesi, Monika; Schneider, Martin - In: Asset prices and monetary policy, (pp. 147-181). 2008
Persistent link: https://www.econbiz.de/10003780844
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Modeling bond yields in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003158969