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~person:"Rudebusch, Glenn D."
~type_genre:"Article in journal"
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Search: "Yield curve"
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Rudebusch, Glenn D.
Jarrow, Robert A.
23
Batten, Jonathan A.
19
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18
Akram, Tanweer
17
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16
Monfort, Alain
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Almeida, Caio
13
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13
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13
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12
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12
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12
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11
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11
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11
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11
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4
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3
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3
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3
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ECONIS (ZBW)
31
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1
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31
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1
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
The American economic review
110
(
2020
)
5
,
pp. 1316-1354
Persistent link: https://www.econbiz.de/10012391812
Saved in:
2
Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
3
A new normal for interest rates? : evidence from inflation-indexed debt
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
The review of economics and statistics
101
(
2019
)
5
,
pp. 933-949
Persistent link: https://www.econbiz.de/10012208849
Saved in:
4
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 511-553
Persistent link: https://www.econbiz.de/10011803275
Saved in:
5
Do central bank liquidity facilities affect interbank lending rates?
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 136-151
Persistent link: https://www.econbiz.de/10010380470
Saved in:
6
Pricing deflation risk with US treasury yields
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
3
,
pp. 1107-1152
Persistent link: https://www.econbiz.de/10011590714
Saved in:
7
Monetary policy expectations at the zero lower bound
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
7
,
pp. 1439-1465
Persistent link: https://www.econbiz.de/10011707930
Saved in:
8
Estimating shadow-rate term structure models with near-zero yields
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 226-259
Persistent link: https://www.econbiz.de/10011339339
Saved in:
9
A probability-based stress test of Federal Reserve assets and income
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of monetary economics
73
(
2015
),
pp. 26-43
Persistent link: https://www.econbiz.de/10011381692
Saved in:
10
Comment on: "A probability-based stress test of Federal Reserve assets and income"
Archer, David J.
- In:
Journal of monetary economics
73
(
2015
),
pp. 44-47
Persistent link: https://www.econbiz.de/10011381697
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