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Yield curve
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127
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Wright, Jonathan H.
54
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29
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15
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11
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8
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7
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6
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6
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5
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4
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4
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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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2
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2
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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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ECONIS (ZBW)
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Discussion of "options-implied probability density functions for real interest rates"
Swanson, Eric T.
- In:
International journal of central banking : IJCB
12
(
2016
)
3
,
pp. 151-159
Persistent link: https://www.econbiz.de/10011577892
Saved in:
2
What does monetary policy do to long-term interest rates at the zero lower bound?
Wright, Jonathan H.
-
2011
Persistent link: https://www.econbiz.de/10009160435
Saved in:
3
What does monetary policy do to long-term interest rates at the zero lower bound?
Wright, Jonathan H.
- In:
The economic journal : the journal of the Royal …
122
(
2012
)
564
,
pp. 447-466
Persistent link: https://www.econbiz.de/10009730284
Saved in:
4
The yield curve and predicting recessions
Wright, Jonathan H.
-
2006
Persistent link: https://www.econbiz.de/10003297463
Saved in:
5
Term premiums and inflation uncertainty : empirical evidence from an international panel dataset
Wright, Jonathan H.
-
2008
Persistent link: https://www.econbiz.de/10003830099
Saved in:
6
Options-implied probability density functions for real interest rates
Wright, Jonathan H.
- In:
International journal of central banking : IJCB
12
(
2016
)
3
,
pp. 129-149
Persistent link: https://www.econbiz.de/10011577880
Saved in:
7
Comment on "Measuring euro area monetary policy" by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto
Wright, Jonathan H.
- In:
Journal of monetary economics
108
(
2019
),
pp. 180-184
Persistent link: https://www.econbiz.de/10012267241
Saved in:
8
Forward-looking estimates of interest-rate distributions
Wright, Jonathan H.
- In:
Annual review of financial economics
9
(
2017
),
pp. 333-351
Persistent link: https://www.econbiz.de/10011910883
Saved in:
9
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
;
Wright, Jonathan H.
-
2005
Persistent link: https://www.econbiz.de/10003087210
Saved in:
10
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
(
contributor
);
Wright, Jonathan H.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003137207
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