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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Finance and economics discussion series"
~subject:"Share price"
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Volatility
Yield curve
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Estimation
289
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Kim, Don H.
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6
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Meldrum, Andrew
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End of an era : the coming long-run slowdown in corporate profit growth and stock returns
Smolyansky, Michael
-
2023
Persistent link: https://www.econbiz.de/10014384512
Saved in:
2
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
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3
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
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4
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
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5
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
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6
Cash-hedged stock returns
Ross, Chase P.
;
Ross, Landon J.
;
Ross, Sharon Y.
-
2022
Persistent link: https://www.econbiz.de/10013414147
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7
High-frequency estimates of the natural real rate and inflation expectations
Aronovich, Alex
;
Meldrum, Andrew
-
2021
Persistent link: https://www.econbiz.de/10012609199
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8
The factor structure of disagreement
Herbst, Edward P.
;
Winkler, Fabian
-
2021
Persistent link: https://www.econbiz.de/10012609412
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9
Time-varying uncertainty of the Federal Reserve's output gap estimate
Berge, Travis J.
-
2020
Persistent link: https://www.econbiz.de/10012388292
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10
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
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