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Results of search for affine models
Records found: 8
| 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 |
| DP13252 |
International yield curves and currency puzzles Author(s): Mikhail Chernov and Drew Creal Published: October 2018 |
| DP12833 |
Central Banks Going Long Author(s): Ricardo Reis Published: March 2018 |
| DP10947 |
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities Author(s): Mikhail Chernov, Brett R. Dunn and Francis Longstaff Published: March 2016 |
| DP9611 |
Identifying monetary policy in macro-finance models Author(s): David Backus, Mikhail Chernov, Stanley E. Zin and Irina Zviadadze Published: August 2013 |
| DP8063 |
The bond yield conundrum: alternative hypotheses and the state of the economy Author(s): Sylvester C W Eijffinger, Ronald J Mahieu and Louis Raes Published: October 2010 |
| DP8018 |
Macroeconomics and the Term Structure Author(s): Refet S. Gürkaynak and Jonathan H. Wright Published: September 2010 |
| DP2034 |
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models Author(s): Dennis Bams and Peter C Schotman Published: December 1998 |
Records Found 8