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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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2
Federal Reserve interest rate targeting, rational expectations, and the term structure
Rudebusch, Glenn D.
-
1995
Persistent link: https://www.econbiz.de/10000907527
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3
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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4
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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5
Macro factors and the affine term structure of interest rates
Wu, Tao
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686940
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6
Monetary policy and the slope factor in empirical term structure estimations
Wu, Tao
(
contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686948
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7
Stylized facts on nominal term structure and business cycles : an empirical VAR study
Wu, Tao
(
contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686954
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8
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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9
The macroeconomy and the yield curve : a nonstructural analysis
Diebold, Francis X.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868248
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10
Country spreads and emerging countries : who drives whom?
Uribe, Martín
(
contributor
);
Yue, Vivian Z.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003156375
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