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Forecasting inflation from the term structure
Tzavalis, Elias; Wickens, Michael R. - 1995
Persistent link: https://www.econbiz.de/10000939712
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Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George; Harris, Richard D. F.; Weller, Paul A. - 1997
Persistent link: https://www.econbiz.de/10000966506
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The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F. - 1998
Persistent link: https://www.econbiz.de/10000998640
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The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias; Wickens, Michael R. - 1994
Persistent link: https://www.econbiz.de/10000895299
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Testing the significance of calendar effects
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215