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An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.; Wright, Jonathan H. - 2005
Persistent link: https://www.econbiz.de/10003087210
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An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H. (contributor); Wright, Jonathan H. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003137207
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Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2012
Persistent link: https://www.econbiz.de/10009715491
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Jumps in bond yields at known times
Kim, Don H.; Wright, Jonathan H. - 2014
Persistent link: https://www.econbiz.de/10011286165
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The US Treasury yield curve : 1961 to the present
Gürkaynak, Refet S.; Sack, Brian; Wright, Jonathan H. - 2006
Persistent link: https://www.econbiz.de/10003350338
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The yield curve and predicting recessions
Wright, Jonathan H. - 2006
Persistent link: https://www.econbiz.de/10003297463
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Rounding and the impact of news : a simple test of market rationality
Beechey, Meredith; Wright, Jonathan H. - 2007
Persistent link: https://www.econbiz.de/10003426000
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Bond risk premia and realized jump volatility
Wright, Jonathan H.; Zhou, Hao - 2007
Persistent link: https://www.econbiz.de/10003827125
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Cracking the conundrum
Backus, David; Wright, Jonathan H. - 2007
Persistent link: https://www.econbiz.de/10003828184
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The TIPS yield curve and inflation compensation
Gürkaynak, Refet S.; Sack, Brian; Wright, Jonathan H. - 2008
Persistent link: https://www.econbiz.de/10003828815