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person:"MacDonald, Ronald"
~person:"Favero, Carlo A."
~person:"Singleton, Kenneth J."
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Search: subject_exact:"Zinsstrukturmodell"
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MacDonald, Ronald
Favero, Carlo A.
Singleton, Kenneth J.
Rudebusch, Glenn D.
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Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
Saved in:
2
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
3
Demographics and the behavior of interest rates
Favero, Carlo A.
;
Gozluklu, Arie E.
;
Yang, Haoxi
- In:
IMF economic review
64
(
2016
)
4
,
pp. 732-776
Persistent link: https://www.econbiz.de/10011685635
Saved in:
4
Contagion in the EMU : the role of Eurobonds with OMTs
Favero, Carlo A.
;
Missale, Alessandro
- In:
Review of law and economics : publ. in cooperation with …
12
(
2016
)
3
,
pp. 555-584
Persistent link: https://www.econbiz.de/10011596623
Saved in:
5
Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
- In:
Journal of international money and finance
53
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
Saved in:
6
Risk premiums in dynamic term structure models with unspanned macro risks
Joslin, Scott
;
Priebsch, Marcel
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1197-1233
Persistent link: https://www.econbiz.de/10010373335
Saved in:
7
Gaussian macro-finance term structure models with lags
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 581-609
Persistent link: https://www.econbiz.de/10010233878
Saved in:
8
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
Saved in:
9
Modelling and forecasting government bond spreads in the euro area : a GVAR model
Favero, Carlo A.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
Saved in:
10
Modelling sovereign bond spreads in the euro area : a nonlinear global VAR model
Favero, Carlo A.
- In:
The GVAR handbook : structure and applications of a …
,
(pp. 166-181)
.
2013
Persistent link: https://www.econbiz.de/10009729992
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