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isPartOf:"Journal of financial economics"
~person:"D'Amico, Stefania"
~person:"Filipović, Damir"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Yield curve
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D'Amico, Stefania
Filipović, Damir
Longstaff, Francis A.
4
Bai, Jennie
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Chernov, Mikhail
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Goldstein, Robert S.
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Journal of financial economics
Research paper series / Swiss Finance Institute
14
Finance and economics discussion series
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Swiss Finance Institute Research Paper
4
FEDS Working Paper
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FRB of Chicago Working Paper
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Finance and stochastics
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International journal of central banking : IJCB
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Review of finance : journal of the European Finance Association
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Rivista di politica economica
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
The term structure and inflation uncertainty
Breach, Tomas
;
D'Amico, Stefania
;
Orphanides, Athanasios
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 388-414
Persistent link: https://www.econbiz.de/10012653048
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2
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
3
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
4
Flow and stock effects of large-scale treasury purchases : evidence on the importance of local supply
D'Amico, Stefania
;
King, Thomas B.
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 425-448
Persistent link: https://www.econbiz.de/10009749331
Saved in:
5
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
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