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Money, transactions and portfolio choice

BALDUZZI, PIERLUIGI; FORESI, SILVERIO - In: Ricerche Economiche 50 (1996) 1, pp. 57-68

Persistent link: https://www.econbiz.de/10005381148

Price Barriers and the Dynamics of Asset Prices in Equilibrium

Balduzzi, Pierluigi; Foresi, Silverio; Hait, David J. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 137-160

Persistent link: https://www.econbiz.de/10006702922

The Conditional Distribution of Excess Returns: An Empirical Analysis

Foresi, Silverio; Peracchi, Franco - In: Journal of the American Statistical Association : JASA 90 (1995) 430, pp. 451-466

Persistent link: https://www.econbiz.de/10006634731

SHORTER PAPERS - Affine Term Structure Models and the Forward Premium Anomaly

Backus, David K.; Foresi, Silverio; Telmer, Chris I. - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 279-304

Persistent link: https://www.econbiz.de/10006565899

Interest Rate Targeting and the Dynamics of Short-term Rates

Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio; … - In: Journal of money, credit and banking : JMCB 30 (1998) 1, pp. 26-50

Persistent link: https://www.econbiz.de/10006671543

Discrete time models of bond pricing

Backus, David K.; Foresi, Silverio; Telmer, Chris - Carnegie Mellon University, Tepper School of Business

Persistent link: https://www.econbiz.de/10005070171

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing

Backus, David K.; Foresi, Silverio; Zin, Stanley E. - Economics Department, Stern School of Business - 1994

Persistent link: https://www.econbiz.de/10005061790

The Central Tendency: A Second Factor in Bond Yields

Balduzzi, Pierluigi; Das, Sanjiv; Foresi, Silverio - Finance Department, Stern School of Business - 1996

Persistent link: https://www.econbiz.de/10005663481

"Price Barriers" and the Dynamics of Asset Prices in Equilibrium

Balduzzi, Pierluigi; Foresi, Silverio; Hait, David - Finance Department, Stern School of Business - 1996

Persistent link: https://www.econbiz.de/10005663525

The Central Tendency: A Second Factor in Bond Yields

Das, Sanjiv Ranjan; Balduzzi, Pierluigi; Foresi, Silverio - National Bureau of Economic Research (NBER) - 1997

We assume that the instantaneous riskless rate reverts towards a central tendency which in turn, is changing stochastically over time. As a result, current short-term rates are not" sufficient to predict future short-term rates movements, as would be the case if the central" tendency was...

Persistent link: https://www.econbiz.de/10005580143