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Nonlinearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - 1992
Persistent link: https://www.econbiz.de/10000836582
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Discrete-time models of bond pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1998
Persistent link: https://www.econbiz.de/10000676547
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Estimating the cost of US indexed bonds
Foresi, Silverio; Penati, Alessandro; Pennacchi, George G. - 1997
Persistent link: https://www.econbiz.de/10000974947
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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/10000866594
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Discrete-time models of bond pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1998
Persistent link: https://www.econbiz.de/10000998132
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Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10001231059
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The central tendency : a second factor in bond yields
Balduzzi, Pierluigi - In: The review of economics and statistics 80 (1998) 1, pp. 62-72
Persistent link: https://www.econbiz.de/10001235783
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Yield-curve movements and fiscal retrenchments
Balduzzi, Pierluigi - In: European economic review : EER 41 (1997) 9, pp. 1675-1685
Persistent link: https://www.econbiz.de/10001235877
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Interpreting the forward premium anomaly
Backus, David - In: The Canadian journal of economics 28 (1995), pp. 108-119
Persistent link: https://www.econbiz.de/10001333991
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Asset price dynamics and infrequent feedback trades
Balduzzi, Pierluigi - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1747-1766
Persistent link: https://www.econbiz.de/10001191656