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Foresi, Silverio
21
Backus, David
18
Zin, Stanley E.
15
Balduzzi, Pierluigi
9
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5
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4
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4
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4
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3
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3
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3
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3
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3
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2
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2
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2
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2
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1
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Working paper / National Bureau of Economic Research, Inc
19
Journal of monetary economics
5
The journal of finance : the journal of the American Finance Association
4
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
2
Japan and the world economy : international journal of theory and policy
2
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OLC EcoSci
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ECONIS (ZBW)
272
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Predictable changes in yields and forward rates
Backus, David
;
Foresi, Silverio
;
Mozumdar, Abon
;
Wu, Liuren
- In:
Journal of financial economics
59
(
2001
)
3
,
pp. 281-312
Persistent link: https://www.econbiz.de/10006513778
Saved in:
2
DISCRETE-TIME MODELS OF BOND PRICING
Backus, David
;
Foresi, Silverio
;
Telmer, Chris
-
1998
Persistent link: https://www.econbiz.de/10006991391
Saved in:
3
PREDICTABLE CHANGES IN YELDS AND FORWARD RATES
Backus, David
;
Foresi, Silverio
;
Mozumdar, Abon
;
Wu, Liuren
-
1998
Persistent link: https://www.econbiz.de/10006994527
Saved in:
4
ARBITRAGE OPPORTUNITIES IN ARBITRAGE-FREE MODELS OF BOND PRICING
Backus, David
;
Foresi, Silverio
;
Zin, Stanley
-
1996
Persistent link: https://www.econbiz.de/10007004938
Saved in:
5
AFFINE MODELS OF CURRENCY PRICING
Backus, David
;
Foresi, Silverio
;
Telmer, Chris
-
1996
Persistent link: https://www.econbiz.de/10007005013
Saved in:
6
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
Backus, David
;
Foresi, Silverio
;
Zin, Stanley
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10008219509
Saved in:
7
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:
8
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:
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 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
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