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person:"MacDonald, Ronald"
~person:"Longstaff, Francis A."
~subject:"United States"
~type:"article"
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Search: subject_exact:"Zinsstrukturmodell"
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MacDonald, Ronald
Longstaff, Francis A.
Rudebusch, Glenn D.
14
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9
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8
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8
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Journal of financial economics
3
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1
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1
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1
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ECONIS (ZBW)
11
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1
Real exchange rates and real interest rate differentials : a present value interpretation
Hoffmann, Mathias
;
MacDonald, Ronald
- In:
European economic review : EER
53
(
2009
)
8
,
pp. 952-970
Persistent link: https://www.econbiz.de/10003922941
Saved in:
2
International parity relationships and a nonstationary real exchange rate : Germany versus the US in the post Bretton Woods period
Jusélius, Katarina
;
MacDonald, Ronald
- In:
Exchange rates : dynamics, expectations and adjustment
,
(pp. 55-79)
.
2008
Persistent link: https://www.econbiz.de/10003952350
Saved in:
3
The market price of risk in interest rate swaps : the roles of default and liquidity risks
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2337-2359
Persistent link: https://www.econbiz.de/10003406286
Saved in:
4
International parity relationships and a nonstationary real exchange rate. : Germany versus the US in post Bretton Woods period
Jusélius, Katarina
;
MacDonald, Ronald
- In:
International macroeconomics : recent developments
,
(pp. 79-103)
.
2006
Persistent link: https://www.econbiz.de/10003425988
Saved in:
5
Do fundamentals matter for the D-Mark/Euro-Dollar?
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Global finance journal
15
(
2005
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10002689360
Saved in:
6
International parity relationships between the USA and Japan
Jusélius, Katarina
;
MacDonald, Ronald
- In:
Japan and the world economy : international journal of …
16
(
2004
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10001871197
Saved in:
7
The term structure of very short-term rates : new evidence for the expectations hypothesis
Longstaff, Francis A.
- In:
Journal of financial economics
58
(
2000
)
3
,
pp. 397-415
Persistent link: https://www.econbiz.de/10001517953
Saved in:
8
Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A.
- In:
The journal of fixed income
3
(
1993
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
Saved in:
9
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
Saved in:
10
Multiple equilibria and term structure models
Longstaff, Francis A.
- In:
Journal of financial economics
32
(
1992
)
3
,
pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
Saved in:
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