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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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ECONIS (ZBW)
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Taking the Cochrane-Piazzesi term structure model out of sample : more data, additional currencies, and FX implications
Hodrick, Robert J.
;
Tomunen, Tuomas
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2018
Persistent link: https://www.econbiz.de/10011922223
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2
Expectations hypotheses tests
Bekaert, Geert
;
Hodrick, Robert J.
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2000
Persistent link: https://www.econbiz.de/10001462130
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
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1997
Persistent link: https://www.econbiz.de/10000638171
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