Similar Search Results - EconBiz

Arbitrage-free bond pricing with dynamic macroeconomic models

Gallmeyer, Michael F.; Hollifield, Burton; Palomino, … - 2007

We examine the relationship between monetary-policy-induced changes in short interest rates and yields on long-maturity default-free bonds. The volatility of the long end of the term structure and its relationship with monetary policy are puzzling from the perspective of simple structural...

Persistent link: https://www.econbiz.de/10003495985

Term premium dynamics and the Taylor rule

Gallmeyer, Michael F.; Hollifield, Burton; Palomino, … - In: The quarterly journal of finance 7 (2017) 4, pp. 1-39

Persistent link: https://www.econbiz.de/10011774152

Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models

Gallmeyer, Michael F. - 2010

We examine the relationship between monetary-policy-induced changes in short interest rates and yields on long-maturity default-free bonds. The volatility of the long end of the term structure and its relationship with monetary policy are puzzling from the perspective of simple structural...

Persistent link: https://www.econbiz.de/10012759951

Taylor Rules, Mccallum Rules and the Term Structure of Interest Rates

Gallmeyer, Michael F. - 2005

Persistent link: https://www.econbiz.de/10012784705

An examination of heterogeneous beliefs with a short-sale constraint in a dynamic economy

Gallmeyer, Michael F.; Hollifield, Burton - In: Review of finance : journal of the European Finance … 12 (2008) 2, pp. 323-364

Persistent link: https://www.econbiz.de/10003753167

Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models

Gallmeyer, Michael F. - 2007

We examine the relationship between monetary-policy-induced changes in short interest rates and yields on long-maturity default-free bonds. The volatility of the long end of the term structure and its relationship with monetary policy are puzzling from the perspective of simple structural...

Persistent link: https://www.econbiz.de/10012465408

The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices : a comment

Zin, Stanley E. - In: Carnegie Rochester conference series on public policy : … 42 (1995), pp. 33-38

Persistent link: https://www.econbiz.de/10001183799

Are behavioral asset-pricing models structural?

Zin, Stanley E. - In: Journal of monetary economics 49 (2002) 1, pp. 215-228

Persistent link: https://www.econbiz.de/10001641118

'First order' risk aversion and the equity premium puzzle

Epstein, Larry G.; Zin, Stanley E. - 1989

Persistent link: https://www.econbiz.de/10000785554

Long-memory inflation uncertainty : evidence from the term structure of interest rates

Backus, David; Zin, Stanley E. - 1993

Persistent link: https://www.econbiz.de/10000857487

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