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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Rudebusch, Glenn D."
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Rudebusch, Glenn D.
Bekaert, Geert
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Mishkin, Frederic S.
9
Wu, Jing Cynthia
9
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8
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Journal of banking & finance
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
-
2008
Persistent link: https://www.econbiz.de/10003778773
Saved in:
2
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
-
2007
Persistent link: https://www.econbiz.de/10003604248
Saved in:
3
Modeling bond yields in finance and macroeconomics
Diebold, Francis X.
;
Piazzesi, Monika
;
Rudebusch, Glenn D.
-
2005
Persistent link: https://www.econbiz.de/10002586563
Saved in:
4
The macroeconomy and the Yield curve : a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
-
2004
Persistent link: https://www.econbiz.de/10002148078
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