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Cheung, Yin-Wong
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Expectations, risk premia and information spanning in dynamic term structure model estimation
Guimarães, Rodrigo
-
2014
Persistent link: https://www.econbiz.de/10010356924
Saved in:
2
A joint affine model of commodity futures and US Treasury yields
Chin, Michael
;
Liu, Zhuoshi
-
2015
Persistent link: https://www.econbiz.de/10010497510
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3
A forecast evaluation of expected equity return measures
Chin, Michael
;
Polk, Christopher
-
2015
Persistent link: https://www.econbiz.de/10010497568
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4
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
Saved in:
5
Evaluating the robustness of UK term structure decompositions using linear regression methods
Malik, Sheheryar
;
Meldrum, Andrew
-
2014
Persistent link: https://www.econbiz.de/10010497701
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6
The two faces of cross-border banking flows : an investigation into the links between global risk, arms-length funding and internal capital markets
Reinhardt, Dennis
;
Riddiough, Steven J.
-
2014
Persistent link: https://www.econbiz.de/10010356853
Saved in:
7
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2014
Persistent link: https://www.econbiz.de/10010411466
Saved in:
8
Tailwinds from the East : how has the rising share of imports from emerging markets affected import prices?
Lewis, John
;
Saleheen, Jumana
-
2014
Persistent link: https://www.econbiz.de/10010411470
Saved in:
9
Policy multipliers under an interest rate peg of deterministic versus stochastic duration
Carlstrom, Charles T.
;
Fuerst, Timothy S.
;
Paustian, …
-
2013
Persistent link: https://www.econbiz.de/10009757036
Saved in:
10
Has weak lending and activity in the United Kingdom been driven by credit supply shocks?
Barnett, Alina
;
Thomas, Ryland
-
2013
Persistent link: https://www.econbiz.de/10010357113
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