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ECONIS (ZBW)
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1
The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.
;
Swanson, Eric T.
;
Wu, Tao
- In:
Monetary and economic studies
24
(
2006
),
pp. 83-109
Persistent link: https://www.econbiz.de/10003399002
Saved in:
2
A macro-finance model of the term structure, monetary policy and the economy
Rudebusch, Glenn D.
;
Wu, Tao
- In:
The economic journal : the journal of the Royal …
118
(
2008
),
pp. 906-926
Persistent link: https://www.econbiz.de/10003741390
Saved in:
3
Accounting for a shift in term structure behavior with no-arbitrage and macro-finance models
Rudebusch, Glenn D.
;
Wu, Tao
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 395-422
Persistent link: https://www.econbiz.de/10003469640
Saved in:
4
Examining the bond premium puzzle with a DSGE model
Rudebusch, Glenn D.
;
Swanson, Eric T.
- In:
Journal of monetary economics
55
(
2008
),
pp. 111-126
Persistent link: https://www.econbiz.de/10003790067
Saved in:
5
The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D.
;
Swanson, Eric T.
- In:
American economic journal : a journal of the American …
4
(
2012
)
1
,
pp. 105-143
Persistent link: https://www.econbiz.de/10009524125
Saved in:
6
Macroeconomic implications of changes in the term premium
Rudebusch, Glenn D.
;
Sack, Brian
;
Swanson, Eric T.
- In:
Review / Federal Reserve Bank of St. Louis
89
(
2007
)
4
,
pp. 241-269
Persistent link: https://www.econbiz.de/10003507759
Saved in:
7
The US money market and the term auction facility in the financial crisis of 2007 - 2009
Wu, Tao
- In:
The review of economics and statistics
93
(
2011
)
2
,
pp. 617-631
Persistent link: https://www.econbiz.de/10009161581
Saved in:
8
Stylized facts on nominal term structure and business cycles : an empirical VAR study
Wu, Tao
- In:
Applied economics
35
(
2003
)
8
,
pp. 901-906
Persistent link: https://www.econbiz.de/10001761627
Saved in:
9
Macro factors and the affine term structure of interest rates
Wu, Tao
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
7
,
pp. 1847-1876
Persistent link: https://www.econbiz.de/10003386770
Saved in:
10
Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.
;
Wu, Tao
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
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