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There are 29 results

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Discussion paper

DP15978 What Moves Treasury Yields?

  • Emanuel Moench
  • Soroosh Soofi Siavash

2 Mar 2022
  • Financial Economics
  • Monetary Economics and Fluctuations
  • C55
  • E43
  • E44
  • G12
Discussion paper

DP13450 The Origins and Effects of Macroeconomic Uncertainty

  • Francesco Bianchi
  • Howard Kung
  • Mikhail Tirskikh

14 Jan 2019
  • Financial Economics
  • Monetary Economics and Fluctuations
  • E32
  • C11
  • C32
  • G12
Discussion paper

DP9755 Speculation, Risk Premia and Expectations in the Yield Curve

24 Nov 2013
  • Financial Economics
  • International Macroeconomics
  • G12
  • G14
Discussion paper

DP7547 A Preferred-Habitat Model of the Term Structure of Interest Rates

  • Dimitri Vayanos

8 Nov 2009
  • Financial Economics
  • E4
  • E5
  • G1
Discussion paper

DP6445 The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value

  • Lucio Sarno
  • Daniel L Thornton
  • Pasquale Della Corte

23 Sep 2007
  • Financial Economics
  • International Macroeconomics
  • E43
  • G10
Discussion paper

DP6206 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set

  • Carlo A. Favero
  • Luca Sala
  • Linlin Niu

23 Mar 2007
  • International Macroeconomics
  • C33
  • C53
  • E43
  • E44
Discussion paper

DP6188 Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach

  • Allan Timmermann
  • Massimo Guidolin

16 Mar 2007
  • Financial Economics
  • C53
  • G12
Discussion paper

DP5956 New-Keynesian Macroeconomics and the Term Structure

  • Geert Bekaert
  • Seonghoon Cho
  • Antonio Moreno Ibáñez

26 Nov 2006
  • Financial Economics
  • E31
  • E32
  • E43
  • E52
  • G12
Discussion paper

DP5896 Learning About the Term Structure and Optimal Rules for Inflation Targeting

  • Eric Schaling
  • Sylvester Eijffinger
  • Mewael F. Tesfaselassie

15 Oct 2006
  • International Macroeconomics
  • C53
  • E43
  • E52
  • F33
Discussion paper

DP5259 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

  • Lucio Sarno
  • Daniel L Thornton
  • Giorgio Valente

23 Sep 2005
  • Financial Economics
  • International Macroeconomics
  • E43
  • G10
Discussion paper

DP4910 The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation

  • Carlo A. Favero
  • Ulf Söderström
  • Iryna Kaminska

23 Feb 2005
  • International Macroeconomics
  • E27
  • E37
  • E43
Discussion paper

DP4835 The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates

  • Mark Taylor
  • Richard Clarida
  • Lucio Sarno
  • Giorgio Valente

23 Jan 2005
  • International Macroeconomics
  • E43
  • E47
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