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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of monetary economics"
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Yield curve
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International journal of theoretical and applied finance
Journal of monetary economics
Working paper / National Bureau of Economic Research, Inc.
92
The review of financial studies
53
Discussion paper / Centre for Economic Policy Research
48
Finance and economics discussion series
42
The journal of finance : the journal of the American Finance Association
42
Journal of banking & finance
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The journal of fixed income
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Journal of money, credit and banking : JMCB
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Journal of international money and finance
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Economics letters
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Staff reports / Federal Reserve Bank of New York
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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International journal of forecasting
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ECONIS (ZBW)
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1
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
2
Inflation ambiguity and the term structure of US Government bonds
Ulrich, Maxim
- In:
Journal of monetary economics
60
(
2013
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10009745137
Saved in:
3
Securitization markets and central banking : an evaluation of the term asset-backed securities loan facility
Campbell, Sean D.
;
Covitz, Daniel M.
;
Nelson, William R.
; …
- In:
Journal of monetary economics
58
(
2011
)
4
,
pp. 518-531
Persistent link: https://www.econbiz.de/10009317505
Saved in:
4
The term structure of policy rules
Smith, Josephine M.
;
Taylor, John B.
- In:
Journal of monetary economics
56
(
2009
)
9
,
pp. 907-917
Persistent link: https://www.econbiz.de/10003924193
Saved in:
5
The high-frequency impact of news on long-term yields and forward rates : is it real?
Beechey, Meredith Jane
;
Wright, Jonathan H.
- In:
Journal of monetary economics
56
(
2009
)
4
,
pp. 535-544
Persistent link: https://www.econbiz.de/10003850593
Saved in:
6
A structural decomposition of the US yield curve
De Graeve, Ferre
;
Emiris, Marina
;
Wouters, Rafael
- In:
Journal of monetary economics
56
(
2009
)
4
,
pp. 545-559
Persistent link: https://www.econbiz.de/10003850597
Saved in:
7
Euler equations and money market interest rates : a challenge for monetary policy models
Canzoneri, Matthew B.
;
Cumby, Robert
;
Diba, Behzad
- In:
Journal of monetary economics
54
(
2007
)
7
,
pp. 1863-1881
Persistent link: https://www.econbiz.de/10003557061
Saved in:
8
Valuation of guaranteed annuity options in affine term structure models
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10003441993
Saved in:
9
Taylor rules and the term structure
Favero, Carlo A.
- In:
Journal of monetary economics
53
(
2006
)
7
,
pp. 1377-1393
Persistent link: https://www.econbiz.de/10003381901
Saved in:
10
A family of models explaining the level-slope-curvature effect
Forzani, Liliana
;
Tolmasky, Carlos
- In:
International journal of theoretical and applied finance
6
(
2003
)
3
,
pp. 239-255
Persistent link: https://www.econbiz.de/10001769189
Saved in:
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