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1
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
Valente, Giorgio
;
Thornton, Daniel
;
Sarno, Lucio
-
Financial Econometrics Research Centre, Warwick …
-
2005
Persistent link: https://www.econbiz.de/10004981063
Saved in:
2
Whatś unique about the federal funds rate? : Evidence from a spectral perspective
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974839
Saved in:
3
What's unique about the federal funds rate? : evidence from a spectral perspective
Sarno, Lucio
;
Thornton, Daniel L.
;
Wen, Yi
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10003439758
Saved in:
4
Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers
Valente, Giorgio
;
Sarno, Lucio
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981053
Saved in:
5
Caution and Activism? Monetary Policy Strategies in an Open Economy
Vilmunen, Jouko
;
Sarno, Lucio
;
Ellison, Martin
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10004981142
Saved in:
6
Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts
Valente, Giorgio
;
Sarno, Lucio
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981143
Saved in:
7
The dynamic relationship between the Federal Funds Rate and the treasury bill rate : an empirical investigation
Sarno, Lucio
;
Thornton, Daniel L.
-
2000
Persistent link: https://www.econbiz.de/10001580929
Saved in:
8
The dynamic relationship between the federal funds rate and the Treasury bill rate : an empirical investigation
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10001757811
Saved in:
9
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Saved in:
10
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
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