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Results of search for Term structure

Records found: 25

DP14830	Monetary Policy with Opinionated Markets Author(s): Ricardo Caballero and Alp Simsek Published: May 2020
DP14201	The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r* Author(s): Josh Davis, Cristian Fuenzalida and Alan M. Taylor Published: December 2019
DP14105	Benchmark interest rates when the government is risky Author(s): Patrick Augustin, Mikhail Chernov, Lukas Schmid and Dongo Song Published: November 2019
DP14097	Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil Author(s): Rafael Burjack, Ritong Qu and Allan Timmermann Published: November 2019
DP13450	The Origins and Effects of Macroeconomic Uncertainty Author(s): Francesco Bianchi, Howard Kung and Mikhail Tirskikh Published: January 2019
DP13176	Notes on the Yield Curve Author(s): Ian Martin and Stephen Ross Published: September 2018
DP13013	The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913 Author(s): Stefan Gerlach and Rebecca Stuart Published: June 2018
DP12893	Multihorizon Currency Returns and Purchasing Power Parity Author(s): Mikhail Chernov and Drew Creal Published: April 2018
DP11740	Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? Author(s): Christiane Baumeister, Reinhard Ellwanger and Lutz Kilian Published: January 2017
DP11730	The Term Structure and Inflation Uncertainty Author(s): Tomas Breach, Stefania D'Amico and Athanasios Orphanides Published: December 2016
DP11227	Term structures of asset prices and returns Author(s): David Backus, Nina Boyarchenko and Mikhail Chernov Published: April 2016
DP10633	The Term Structure of Returns: Facts and Theory Author(s): Ralph Koijen and Jules H. van Binsbergen Published: May 2015
DP10419	Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey Author(s): Sumru G. Altug and Cem Cakmakli Published: February 2015
DP9848	No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: March 2014
DP9755	Speculation, Risk Premia and Expectations in the Yield Curve Author(s): Francisco Barillas and Kristoffer P Nimark Published: November 2013
DP9738	Anchoring the Yield Curve Using Survey Expectations Author(s): Carlo Altavilla, Raffaella Giacomini and Giuseppe Ragusa Published: November 2013
DP8503	Properties of Foreign Exchange Risk Premiums Author(s): Lucio Sarno, Paul Schneider and Christian Wagner Published: August 2011
DP8018	Macroeconomics and the Term Structure Author(s): Refet S. Gürkaynak and Jonathan H. Wright Published: September 2010
DP7935	Short and Long Interest Rate Targets Author(s): Bernardino Adão, Isabel Correia and Pedro Teles Published: July 2010
DP7796	Forecasting Government Bond Yields with Large Bayesian VARs Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: April 2010
DP7619	Valuation of VIX Derivatives Author(s): Javier Mencía and Enrique Sentana Published: January 2010
DP7597	Do expectations matter? The Great Moderation revisited Author(s): Fabio Canova and Luca Gambetti Published: December 2009
DP7547	A Preferred-Habitat Model of the Term Structure of Interest Rates Author(s): Dimitri Vayanos and Jean-Luc Vila Published: November 2009
DP7096	Monetary Policy Regimes and the Term Structure of Interest Rates Author(s): Ruslan Bikbov and Mikhail Chernov Published: December 2008
DP6809	The Term Structure of Inflation Expectations Author(s): Mikhail Chernov and Philippe Mueller Published: April 2008

Records Found 25