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person:"MacDonald, Ronald"
~type:"article"
~person:"Thornton, Daniel L."
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MacDonald, Ronald
Thornton, Daniel L.
Rudebusch, Glenn D.
33
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24
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23
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19
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2
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1
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1
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1
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1
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1
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
2
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
3
Understanding the predictability of excess returns
Thornton, Daniel L.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10011701088
Saved in:
4
Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
- In:
Journal of international money and finance
53
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
Saved in:
5
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
- In:
Journal of macroeconomics
37
(
2013
),
pp. 345-348
Persistent link: https://www.econbiz.de/10010237905
Saved in:
6
Real exchange rates and real interest rate differentials : a present value interpretation
Hoffmann, Mathias
;
MacDonald, Ronald
- In:
European economic review : EER
53
(
2009
)
8
,
pp. 952-970
Persistent link: https://www.econbiz.de/10003922941
Saved in:
7
International parity relationships and a nonstationary real exchange rate : Germany versus the US in the post Bretton Woods period
Jusélius, Katarina
;
MacDonald, Ronald
- In:
Exchange rates : dynamics, expectations and adjustment
,
(pp. 55-79)
.
2008
Persistent link: https://www.econbiz.de/10003952350
Saved in:
8
The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
Saved in:
9
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
Saved in:
10
What's unique about the federal funds rate? : evidence from a spectral perspective
Sarno, Lucio
;
Thornton, Daniel L.
;
Wen, Yi
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10003439758
Saved in:
11
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
2
,
pp. 511-542
Persistent link: https://www.econbiz.de/10003311678
Saved in:
12
International parity relationships and a nonstationary real exchange rate. : Germany versus the US in post Bretton Woods period
Jusélius, Katarina
;
MacDonald, Ronald
- In:
International macroeconomics : recent developments
,
(pp. 79-103)
.
2006
Persistent link: https://www.econbiz.de/10003425988
Saved in:
13
Markov switching regimes in a monetary exchange rate model
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Economic modelling
22
(
2005
)
3
,
pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
Saved in:
14
Do fundamentals matter for the D-Mark/Euro-Dollar?
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Global finance journal
15
(
2005
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10002689360
Saved in:
15
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
16
Tests of the expectations hypothesis : resolving the anomalies when the short-term rate is the federal funds rate
Thornton, Daniel L.
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2541-2556
Persistent link: https://www.econbiz.de/10003071031
Saved in:
17
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
- In:
Monetary and economic studies
22
(
2004
)
2
,
pp. 45-69
Persistent link: https://www.econbiz.de/10002070626
Saved in:
18
A note on the expectations hypothesis at the founding of the Fed
Kool, Clemens
;
Thornton, Daniel L.
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3055-3068
Persistent link: https://www.econbiz.de/10002410748
Saved in:
19
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
5
,
pp. 21-39
Persistent link: https://www.econbiz.de/10002257751
Saved in:
20
International parity relationships between the USA and Japan
Jusélius, Katarina
;
MacDonald, Ronald
- In:
Japan and the world economy : international journal of …
16
(
2004
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10001871197
Saved in:
21
The dynamic relationship between the federal funds rate and the Treasury bill rate : an empirical investigation
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10001757811
Saved in:
22
The long-run relationship between real exchange rates and real interest rate differentials : a panel study
MacDonald, Ronald
;
Nagayasu, Jun
- In:
IMF staff papers
47
(
2000
)
1
,
pp. 116-128
Persistent link: https://www.econbiz.de/10001541492
Saved in:
23
Tests of the market's reaction to federal funds rate target changes
Thornton, Daniel L.
- In:
Review / Federal Reserve Bank of St. Louis
80
(
1998
)
6
,
pp. 25-36
Persistent link: https://www.econbiz.de/10001411864
Saved in:
24
On the expectations view of the term structure, term premia and survey-based expectations
MacDonald, Ronald
- In:
The economic journal : the journal of the Royal …
104
(
1994
)
426
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10001166343
Saved in:
25
The term structure of interest rates under rational expectations : some international evidence
MacDonald, Ronald
- In:
Applied financial economics
1
(
1991
)
4
,
pp. 211-221
Persistent link: https://www.econbiz.de/10001136582
Saved in:
26
The term structure of interest rates in the UK
MacDonald, Ronald
- In:
Bulletin of economic research
40
(
1988
)
4
,
pp. 287-299
Persistent link: https://www.econbiz.de/10001063092
Saved in:
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