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Price Barriers and the Dynamic...
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Foresi, Silverio
21
Balduzzi, Pierluigi
20
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6
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5
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3
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2
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Working paper / National Bureau of Economic Research, Inc
8
The journal of finance : the journal of the American Finance Association
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial and quantitative analysis : JFQA
2
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2
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2
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1
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1
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OLC EcoSci
ECONIS (ZBW)
141
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Price Barriers and the Dynamics of Asset Prices in Equilibrium
Balduzzi, Pierluigi
;
Foresi, Silverio
;
Hait, David J.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10006702922
Saved in:
2
Interest Rate Targeting and the Dynamics of Short-term Rates
Balduzzi, Pierluigi
;
Bertola, Giuseppe
;
Foresi, Silverio
; …
- In:
Journal of money, credit and banking : JMCB
30
(
1998
)
1
,
pp. 26-50
Persistent link: https://www.econbiz.de/10006671543
Saved in:
3
INTEREST RATE TARGETING AND THE DYNAMICS OF SHORT-TERM RATES
Balduzzi, Pierluigi
;
Bertola, Giuseppe
;
Foresi, Silverio
; …
-
1997
Persistent link: https://www.econbiz.de/10006999353
Saved in:
4
The Central Tendency: A Second Factor in Bond Yields
Balduzzi, Pierluigi
;
Ranjan Das, Sanjiv
;
Foresi, Silverio
- In:
The review of economics and statistics
80
(
1998
)
1
,
pp. 62-72
Persistent link: https://www.econbiz.de/10007360494
Saved in:
5
A Simple Approach to Three-Factor Affine Term Structure Models
Balduzzi, Pierluigi
;
Das, Sanjiv Ranjan
;
Foresi, Silverio
; …
- In:
The journal of fixed income
6
(
1996
)
3
,
pp. 43-54
Persistent link: https://www.econbiz.de/10007319261
Saved in:
6
A MODEL OF TARGET CHANGES AND THE TERM STRUCTURE OF INTEREST RATES
Balduzzi, Pierluigi
;
Bertola, Giuseppe
;
Foresi, Silverio
-
1993
Persistent link: https://www.econbiz.de/10007015729
Saved in:
7
THE CENTRAL TENDENCY: A SECOND FACTOR IN BOND YIELDS
Balduzzi, Pierluigi
;
Das, Sanjiv Ranjan
;
Foresi, Silverio
-
1997
Persistent link: https://www.econbiz.de/10006995328
Saved in:
8
A model of target changes and the term structure of interest rates
Balduzzi, Pierluigi
;
Bertola, Giuseppe
;
Foresi, Silverio
- In:
Journal of monetary economics
39
(
1997
)
2
,
pp. 223-250
Persistent link: https://www.econbiz.de/10007701656
Saved in:
9
Asset Price Dynamics and Infrequent Feedback Trades
Balduzzi, Pierluigi
;
Bertola, Giuseppe
;
Foresi, Silverio
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1747-1766
Persistent link: https://www.econbiz.de/10007337052
Saved in:
10
The Conditional Distribution of Excess Returns: An Empirical Analysis
Foresi, Silverio
;
Peracchi, Franco
- In:
Journal of the American Statistical Association : JASA
90
(
1995
)
430
,
pp. 451-466
Persistent link: https://www.econbiz.de/10006634731
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