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Short rate nonlinearities and regime switches
Ang, Andrew; Bekaert, Geert - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1243-1274
Persistent link: https://www.econbiz.de/10001656086
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Economic policy uncertainty and volatility of corporate bond credit spread : evidence from China and the United States
Zhang, Maojun; Zhang, Rongjia; Yang, Zhao - In: International review of economics & finance : IREF 93 (2024) 2, pp. 827-841
Persistent link: https://www.econbiz.de/10014535660
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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki; Shoji, Isao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
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Forecasting in efficient bond markets : do experts know better?
Baghestani, Hamid - In: International review of economics & finance : IREF 18 (2009) 4, pp. 624-630
Persistent link: https://www.econbiz.de/10003902676
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Macroeconomic models and the yield curve : an assessment of the fit
Chadha, Jagjit; Holly, Sean - In: Journal of economic dynamics & control 34 (2010) 8, pp. 1343-1358
Persistent link: https://www.econbiz.de/10008663619
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Interest differentials and extreme support for uncovered interest rate parity
Craighead, William D.; Davis, George Keith; Miller, … - In: International review of economics & finance : IREF 19 (2010) 4, pp. 723-732
Persistent link: https://www.econbiz.de/10009006977
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Yield curve in an estimated nonlinear macro model
Doh, Taeyoung - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1229-1244
Persistent link: https://www.econbiz.de/10009241459
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On the informational role of term structure in the US monetary policy rule
Vázquez, Jesús; María-Dolores, Ramón; Londoño, … - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1852-1871
Persistent link: https://www.econbiz.de/10009786066
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Investigating time-variation in the marginal predictive power of the yield spread
Benati, Luca; Goodhart, Charles - In: Journal of economic dynamics & control 32 (2008) 4, pp. 1236-1272
Persistent link: https://www.econbiz.de/10003723721
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Permanent and transitory policy shocks in an empirical macro model with asymmetric information
Kozicki, Sharon; Tinsley, Peter A. - In: Journal of economic dynamics & control 29 (2005) 11, pp. 1985-2015
Persistent link: https://www.econbiz.de/10003172925