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Macro factors and the affine term structure of interest rates
Wu, Tao
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contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686940
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2
Term structure evidence on interest rate smoothing and monetary policy inertia
Rudebusch, Glenn D.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577789
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3
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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4
A macro-finance model of the term structure, monetary policy, and the economy
Rudebusch, Glenn D.
(
contributor
);
Wu, Tao
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868173
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5
Expectation traps and discretion
Chari, Varadarajan V.
;
Christiano, Lawrence J.
; …
-
1996
Persistent link: https://www.econbiz.de/10000939627
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6
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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7
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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