Discussion paper DP11227 Term structures of asset prices and returns Mikhail Chernov David Backus Nina Boyarchenko 13 Apr 2016 Financial Economics G12 G13
VoxEU Column Discounting climate change investments Andreas Weber Matteo Maggiori Johannes Ströbel Stefano Giglio 23 Jan 2016 Environment Frontiers of economic research
Discussion paper DP10633 The Term Structure of Returns: Facts and Theory Ralph Koijen Jules van Binsbergen 31 May 2015 Financial Economics G12 G15
VoxEU Column Learning from disagreement: Evidence from forecasters Richard Crump Stefano Eusepi Philippe Andrade 23 Dec 2014 Financial Markets Monetary Policy
Discussion paper DP9848 No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates Massimiliano Marcellino Andrea Carriero Todd Clark 2 Mar 2014 International Macroeconomics C32 C53 G17
Discussion paper DP8503 Properties of Foreign Exchange Risk Premiums Lucio Sarno Paul Schneider Christian Wagner 1 Aug 2011 Financial Economics International Macroeconomics E43 F31 G10
Discussion paper DP8018 Macroeconomics and the Term Structure Jonathan Wright Refet Gürkaynak 23 Sep 2010 Financial Economics International Macroeconomics C32 E43 E44 E58 G12
Discussion paper DP7935 Short and Long Interest Rate Targets Isabel Correia Pedro Teles Bernardino Adao 15 Jul 2010 International Macroeconomics E3 E4 E5
Discussion paper DP7796 Forecasting Government Bond Yields with Large Bayesian VARs Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Apr 2010 International Macroeconomics C11 C53 E43 E47
Discussion paper DP7619 Valuation of VIX Derivatives Enrique Sentana Javier Mencía 10 Jan 2010 Financial Economics G13
Discussion paper DP7597 Do expectations matter? The Great Moderation revisited Fabio Canova Luca Gambetti 13 Dec 2009 International Macroeconomics C11 E12 E32 E62
Discussion paper DP6570 Inertia in Taylor Rules John Driffill Zeno Rotondi 16 Nov 2007 International Macroeconomics E52 E58