An Extended Macro-Finance Model with Financial Factors
Year of publication: |
2010
|
---|---|
Authors: | Dewachter, Hans ; Iania, Leonardo |
Institutions: | CESifo |
Subject: | yield curve | affine models | macroeconomics and financial factors | Bayesian estimation |
-
An extended macro-finance model with financial factors
Dewachter, Hans, (2010)
-
Natural rate chimera and bond pricing reality
Brand, Claus, (2021)
-
Natural rate chimera and bond pricing reality
Brand, Claus, (2020)
- More ...
-
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH
Dewachter, Hans, (2014)
-
Information in the Yield Curve: A Macro-Finance Approach
Dewachter, Hans, (2011)
-
An extended macro-finance model with financial factors
DEWACHTER, Hans, (2009)
- More ...