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~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Search: subject_exact:"BGM model"
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USA
Yield curve
6,070
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6,070
Theorie
2,000
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1,112
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1,111
United States
1,067
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481
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Rudebusch, Glenn D.
13
Thornton, Daniel L.
9
Cebula, Richard J.
8
Sarno, Lucio
8
Wright, Jonathan H.
8
Kugler, Peter
7
Ang, Andrew
6
Backus, David
6
Baghestani, Hamid
6
Bekaert, Geert
6
Gupta, Rangan
6
Hamilton, James D.
6
Longstaff, Francis A.
6
Mishkin, Frederic S.
6
Singleton, Kenneth J.
6
Valente, Giorgio
6
Wu, Liuren
6
Bali, Turan G.
5
Campbell, John Y.
5
Collin-Dufresne, Pierre
5
Foresi, Silverio
5
Gil-Alaña, Luis A.
5
Lekkos, Ilias
5
Nowman, Kalid Ben
5
Ramaswamy, Krishna
5
Richardson, Matthew
5
Taylor, Mark P.
5
Wei, Min
5
Wohar, Mark E.
5
Artus, Patrick
4
Balduzzi, Pierluigi
4
Bliss, Robert R.
4
Boudoukh, Jacob
4
Brooks, Robert
4
Chua, Choong Tze
4
Dewachter, Hans
4
Driessen, Joost
4
Driffill, John
4
Estrella, Arturo
4
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4
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Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of New York
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The review of financial studies
53
The journal of finance : the journal of the American Finance Association
42
Journal of banking & finance
41
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40
Journal of money, credit and banking : JMCB
39
Journal of financial and quantitative analysis : JFQA
25
Journal of international money and finance
24
Journal of monetary economics
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Economics letters
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The journal of futures markets
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Journal of economic dynamics & control
16
Applied financial economics
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International review of financial analysis
14
Review / Federal Reserve Bank of St. Louis
14
Applied economics
13
The review of economics and statistics
13
Economic review
12
Journal of applied econometrics
11
Journal of econometrics
11
The American economic review
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economic modelling
10
International journal of forecasting
10
International review of economics & finance : IREF
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
American economic journal : a journal of the American Economic Association
9
Journal of macroeconomics
9
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The quarterly journal of economics
9
International journal of central banking : IJCB
8
Journal of forecasting
8
Southern economic journal
8
Economic policy review
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Journal of empirical finance
7
The Canadian journal of economics
7
The North American journal of economics and finance : a journal of financial economics studies
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Advances in quantitative analysis of finance and accounting : a research annual
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Applied economics letters
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ECONIS (ZBW)
1,068
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
Saved in:
3
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
4
Man versus machine learning : the term structure of earnings expectations and conditional biases
Binsbergen, Jules H. van
;
Han, Xiao
;
Lopez-Lira, Alejandro
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2361-2396
Persistent link: https://www.econbiz.de/10014320668
Saved in:
5
High inflation : low default risk and low equity valuations
Bhamra, Harjoat Singh
;
Dorion, Christian
;
Jeanneret, …
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1192-1252
Persistent link: https://www.econbiz.de/10014228801
Saved in:
6
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
7
The term asset-backed securities loan facility
Caviness, Elizabeth
;
Sarkar, Asani
;
Goyal, Ankur
;
Park, …
- In:
Economic policy review
28
(
2022
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10013329793
Saved in:
8
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
9
Economic policy uncertainty and volatility of corporate bond credit spread : evidence from China and the United States
Zhang, Maojun
;
Zhang, Rongjia
;
Yang, Zhao
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 827-841
Persistent link: https://www.econbiz.de/10014535660
Saved in:
10
Expected inflation and interest-rate dynamics in the COVID era : evidence from the time-frequency domain
Mutascu, Mihai
;
Hegerty, Scott W.
- In:
Empirica : journal of european economics
51
(
2024
)
2
,
pp. 559-582
Persistent link: https://www.econbiz.de/10014557645
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