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
