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source:"econis"
subject:"Estimation"
~isPartOf:"Journal of financial economics"
~person:"Joslin, Scott"
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Estimation
Macro-finance term structure model
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Joslin, Scott
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Journal of financial economics
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of financial studies
1
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ECONIS (ZBW)
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Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
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2
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
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