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Pricing the term structure with linear regressions
Adrian, Tobias
;
Crump, Richard K.
;
Moench, Emanuel
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 110-138
Persistent link: https://www.econbiz.de/10010174651
Saved in:
2
Sectoral price data and models of price setting
Maćkowiak, Bartosz
;
Moench, Emanuel
;
Wiederholt, Mirko
- In:
Journal of monetary economics
56
(
2009
),
pp. S78
Persistent link: https://www.econbiz.de/10008324705
Saved in:
3
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Moench, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10008109086
Saved in:
4
The persistent effects of a false news shock
Carvalho, Carlos
;
Klagge, Nicholas
;
Moench, Emanuel
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 597-616
Persistent link: https://www.econbiz.de/10009291036
Saved in:
5
Term structure surprises: the predictive content of curvature, level, and slope
Moench, Emanuel
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 574-603
Persistent link: https://www.econbiz.de/10010026025
Saved in:
6
A hierarchical factor analysis of U.S. housing market dynamics
Moench, Emanuel
;
Ng, Serena
- In:
The econometrics journal
14
(
2011
)
1
,
pp. C1
Persistent link: https://www.econbiz.de/10008845130
Saved in:
7
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Moench, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10008881138
Saved in:
8
Sectoral price data and models of price setting
Maćkowiak, Bartosz
;
Moench, Emanuel
;
Wiederholt, Mirko
- In:
Journal of monetary economics
56
(
2009
),
pp. 7-29
Persistent link: https://www.econbiz.de/10008883076
Saved in:
9
The degree of openness and the cost of fixing exchange rate
Adrian, Tobias
;
Gros, Daniel
- In:
Economics letters
83
(
2004
)
1
,
pp. 141
Persistent link: https://www.econbiz.de/10006757890
Saved in:
10
COVAR
Adrian, Tobias
;
Brunnermeier, Markus K
-
2011
Persistent link: https://www.econbiz.de/10009800441
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