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1
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
- In:
Journal of financial economics
59
(
2001
)
3
,
pp. 281-311
Persistent link: https://www.econbiz.de/10001545047
Saved in:
2
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
Saved in:
3
Predictable Changes in Yields and Forward Rates
Backus, David
-
2010
simple form with forward rates: as
theory
suggests, the largest discrepancies are at short maturities. (ii) Reasonable …
Persistent link: https://www.econbiz.de/10012763624
Saved in:
4
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3987-4014
Persistent link: https://www.econbiz.de/10012405739
Saved in:
5
Extracting implicit density functions from short term interest rate options
Nielsen, Hannah
-
2001
Persistent link: https://www.econbiz.de/10001613546
Saved in:
6
Predicting bond future returns
Domian, Dale L.
;
Reichenstein, William R.
- In:
The journal of investing
20
(
2011
)
4
,
pp. 105-116
Persistent link: https://www.econbiz.de/10009672038
Saved in:
7
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
8
Forecasting economic time series using locally stationary processes : a new approach with applications
Loll, Tina
-
2012
Persistent link: https://www.econbiz.de/10009511784
Saved in:
9
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001398353
Saved in:
10
Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios
- In:
European financial management : the journal of the …
4
(
1998
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001244084
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