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subject:"EU countries"
~isPartOf:"Journal of financial economics"
~subject:"Forecasting model"
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Search: subject_exact:"Interest rate linkage"
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EU countries
Forecasting model
Yield curve
116
Zinsstruktur
116
Theorie
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40
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40
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Koijen, Ralph S. J.
2
Bekaert, Geert
1
Binsbergen, Jules H. van
1
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1
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1
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1
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1
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1
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1
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1
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Subrahmanyam, Marti G.
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Vedolin, Andrea
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1
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Journal of financial economics
Working paper series / European Central Bank
51
Journal of international money and finance
35
ECB Working Paper
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Journal of forecasting
24
NBER working paper series
24
Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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Banque de France Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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European economic review : EER
12
International journal of finance & economics : IJFE
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International review of financial analysis
12
Journal of economic dynamics & control
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11
Management science : journal of the Institute for Operations Research and the Management Sciences
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Staff reports / Federal Reserve Bank of New York
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The European journal of finance
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CREATES research paper
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1
Central bank communication and the yield curve
Leombroni, Matteo
;
Vedolin, Andrea
;
Venter, Gyuri
; …
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 860-880
Persistent link: https://www.econbiz.de/10012873067
Saved in:
2
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
3
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
4
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
5
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
Saved in:
6
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
7
Why do term structures in different currencies co-move?
Jotikasthira, Chotibhak
;
Le, Anh
;
Lundblad, Christian
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 58-83
Persistent link: https://www.econbiz.de/10011327261
Saved in:
8
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
9
Mortgage convexity
Hanson, Samuel G.
- In:
Journal of financial economics
113
(
2014
)
2
,
pp. 270-299
Persistent link: https://www.econbiz.de/10010479539
Saved in:
10
Equity yields
Binsbergen, Jules H. van
;
Hueskes, Wouter
;
Koijen, …
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 503-519
Persistent link: https://www.econbiz.de/10010255209
Saved in:
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