Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

On biases in tests of the expectations hypothesis of the term structure of interest rates. (1997). Marshall, David ; Hodrick, Robert ; Bekaert, Geert ; Marshall David A., .
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:44:y:1997:i:3:p:309-348.

Full description at Econpapers || Download paper

Cited: 202

Citations received by this document

Cites: 39

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Monetary policy expectation errors. (2022). , Sigurd ; Schrimpf, Andreas ; Schmeling, Maik.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:3:p:841-858.

    Full description at Econpapers || Download paper

  2. Biases in long-horizon predictive regressions. (2022). Richardson, Matthew ; Israel, Ronen ; Boudoukh, Jacob.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:3:p:937-969.

    Full description at Econpapers || Download paper

  3. Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

    Full description at Econpapers || Download paper

  4. The time-varying bond risk premia in China. (2022). Liu, Lanbiao ; Guo, Bin ; Zhang, Han.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:65:y:2022:i:c:p:51-76.

    Full description at Econpapers || Download paper

  5. Real-time Bayesian learning and bond return predictability. (2022). Li, Junye ; Fulop, Andras ; Wan, Runqing.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:230:y:2022:i:1:p:114-130.

    Full description at Econpapers || Download paper

  6. Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik.
    In: BIS Working Papers.
    RePEc:bis:biswps:996.

    Full description at Econpapers || Download paper

  7. .

    Full description at Econpapers || Download paper

  8. .

    Full description at Econpapers || Download paper

  9. Unspanned Global Macro Risks in Bond Returns. (2021). Zhu, Xiaoneng ; Zhou, Guofu ; Zhao, Feng.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:12:p:7825-7843.

    Full description at Econpapers || Download paper

  10. Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets. (2021). Tedongap, Romeo ; Augustin, Patrick.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6266-6293.

    Full description at Econpapers || Download paper

  11. Dividend Momentum and Stock Return Predictability: A Bayesian Approach. (2021). Rubio-Ramirez, Juan F ; Petrella, Ivan ; Antolin-Diaz, Juan.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:93480.

    Full description at Econpapers || Download paper

  12. Dividend Momentum and Stock Return Predictability: A Bayesian Approach. (2021). Petrella, Ivan ; Antolin-Diaz, Juan ; Rubio-Ramirez, Juan F.
    In: Working Papers.
    RePEc:fda:fdaddt:2021-14.

    Full description at Econpapers || Download paper

  13. Biases in Long-Horizon Predictive Regressions. (2020). Richardson, Matthew P ; Israel, Ronen ; Boudoukh, Jacob .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27410.

    Full description at Econpapers || Download paper

  14. INTEREST RATE PREDICTABILITY IN SOME SELECTED AFRICAN COUNTRIES. (2020). Bidias-Menik, Hans Patrick ; Tonmo, Simplice Gael.
    In: Copernican Journal of Finance & Accounting.
    RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:45-60.

    Full description at Econpapers || Download paper

  15. The term structure of systematic and idiosyncratic risk. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:4:p:435-460.

    Full description at Econpapers || Download paper

  16. The risk premium of gold. (2019). Simen, Chardin Wese ; Prokopczuk, Marcel ; Benno, Duc Binh.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:94:y:2019:i:c:p:140-159.

    Full description at Econpapers || Download paper

  17. Reexamining time-varying bond risk premia in the post-financial crisis era. (2019). Zhang, Wei ; Guo, Bin ; Fan, Xiaoyun.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301745.

    Full description at Econpapers || Download paper

  18. Resolving the unbiasedness and forward premium puzzles. (2019). Thornton, Daniel.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:66:y:2019:i:1:p:5-27.

    Full description at Econpapers || Download paper

  19. Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

    Full description at Econpapers || Download paper

  20. .

    Full description at Econpapers || Download paper

  21. Interest Rates and Exchange Rates in Normal and Crisis Times. (2017). Rieth, Malte ; Grazzini, Caterina Forti.
    In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168281.

    Full description at Econpapers || Download paper

  22. Explaining the Failure of the Expectations Hypothesis with Short-Term Rates. (2017). Ranaldo, Angelo ; Rupprecht, Matthias .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2016:19.

    Full description at Econpapers || Download paper

  23. Robust Bond Risk Premia. (2017). Hamilton, James ; Bauer, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23480.

    Full description at Econpapers || Download paper

  24. The Term Structure of Systematic and Idiosyncratic Risk. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-618.

    Full description at Econpapers || Download paper

  25. The Risk Premium of Gold. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-616.

    Full description at Econpapers || Download paper

  26. Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

    Full description at Econpapers || Download paper

  27. Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland. (2016). Wesołowski, Grzegorz ; Wesoowski, Grzegorz.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:242.

    Full description at Econpapers || Download paper

  28. Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-26.

    Full description at Econpapers || Download paper

  29. A New Linear Estimator for Gaussian Dynamic Term Structure Models. (2015). Diez de los Rios, Antonio.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:33:y:2015:i:2:p:282-295.

    Full description at Econpapers || Download paper

  30. Disentangling the Predictive Power of Term Spreads under Inflation Targeting. (2015). Lee, Ji Young .
    In: International Economic Journal.
    RePEc:taf:intecj:v:29:y:2015:i:3:p:419-450.

    Full description at Econpapers || Download paper

  31. Risks in macroeconomic fundamentals and excess bond returns predictability. (2015). De Rezende, Rafael.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0295.

    Full description at Econpapers || Download paper

  32. How Persistent Are Unconventional Monetary Policy Effects?. (2015). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:2014-004.

    Full description at Econpapers || Download paper

  33. Robust bond risk premia. (2015). Hamilton, James ; Bauer, Michael.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2015-15.

    Full description at Econpapers || Download paper

  34. Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis. (2015). Yalta, Ayse ; Araç, Ayşen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:15:y:2015:i:c:p:41-48.

    Full description at Econpapers || Download paper

  35. Robust Bond Risk Premia. (2015). Hamilton, James ; Bauer, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5541.

    Full description at Econpapers || Download paper

  36. Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects. (2015). Tzavalis, Elias ; Efthymios, Argyropoulos ; Elias, Tzavalis .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:19:y:2015:i:1:p:49-70:n:2.

    Full description at Econpapers || Download paper

  37. Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom.
    In: Econometrics.
    RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027.

    Full description at Econpapers || Download paper

  38. Monetary policy: Why money matters (and interest rates don’t). (2014). Thornton, Daniel.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:202-213.

    Full description at Econpapers || Download paper

  39. Countercyclical currency risk premia. (2014). Roussanov, Nikolai ; Verdelhan, Adrien ; Lustig, Hanno.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:3:p:527-553.

    Full description at Econpapers || Download paper

  40. Common Macro Factors and Currency Premia. (2014). Taylor, Mark ; Filippou, Ilias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10016.

    Full description at Econpapers || Download paper

  41. What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). Diez de los Rios, Antonio ; Bauer, Gregory ; Alquist, Ron.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-42.

    Full description at Econpapers || Download paper

  42. Maximum likelihood estimation of the equity premium. (2013). Wachter, Jessica ; Avdis, Efstathios .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19684.

    Full description at Econpapers || Download paper

  43. Commodity Trade and the Carry Trade: a Tale of Two Countries. (2013). Roussanov, Nikolai ; Ward, Colin ; Ready, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19371.

    Full description at Econpapers || Download paper

  44. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2013). Viceira, Luis ; Pflueger, Carolin.
    In: Harvard Business School Working Papers.
    RePEc:hbs:wpaper:11-094.

    Full description at Econpapers || Download paper

  45. Forecasting Interest Rates. (2013). Duffee, Gregory.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-385.

    Full description at Econpapers || Download paper

  46. On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity. (2013). Macchiarelli, Corrado.
    In: Review of International Economics.
    RePEc:bla:reviec:v:21:y:2013:i:3:p:519-535.

    Full description at Econpapers || Download paper

  47. A New Linear Estimator for Gaussian Dynamic Term Structure Models. (2013). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-10.

    Full description at Econpapers || Download paper

  48. How Effective Is Central Bank Forward Guidance?. (2012). Thornton, Daniel ; Kool, Clemens ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:use:tkiwps:1205.

    Full description at Econpapers || Download paper

  49. New evidence of the expectation hypothesis of interest rates: a flexible nonlinear approach. (2012). Teulon, Frédéric ; sahut, Jean-Michel ; Mili, Medhi .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:2:p:165-176.

    Full description at Econpapers || Download paper

  50. Forecasting interest rates. (2012). Duffee, Greg.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:599.

    Full description at Econpapers || Download paper

  51. Bounds on the autocorrelation of admissible stochastic discount factors. (2012). Chrtien, Stphane .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:1943-1962.

    Full description at Econpapers || Download paper

  52. Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. (2012). Pedersen, Thomas ; Engsted, Tom.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:2:p:241-253.

    Full description at Econpapers || Download paper

  53. The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates. (2012). Milobedzki, Pawel .
    In: Dynamic Econometric Models.
    RePEc:cpn:umkdem:v:12:y:2012:p:5-18.

    Full description at Econpapers || Download paper

  54. Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models. (2012). Phillips, Garry ; Liu-Evans, Gareth.
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:1.

    Full description at Econpapers || Download paper

  55. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-5.

    Full description at Econpapers || Download paper

  56. The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums. (2012). Schotman, Peter C. ; Osterrieder, Daniela .
    In: CREATES Research Papers.
    RePEc:aah:create:2012-35.

    Full description at Econpapers || Download paper

  57. Tests for m-dependence Based on Sample Splitting Methods. (2011). Velasco, Carlos ; Moon, Seongman.
    In: Working Papers.
    RePEc:sgo:wpaper:1108.

    Full description at Econpapers || Download paper

  58. Forecasting with the term structure: The role of no-arbitrage restrictions. (2011). Duffee, Greg.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:576.

    Full description at Econpapers || Download paper

  59. A test of the expectations hypothesis in very short-term international rates in the presence of preferred habitat for liquidity. (2011). .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:1:p:49-55.

    Full description at Econpapers || Download paper

  60. Time-variation in term premia: International survey-based evidence. (2011). Wolff, Christian ; Verschoor, Willem ; Jongen, Ron ; Wolff, Christian C. P., ; Verschoor, Willem F. C., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:4:p:605-622.

    Full description at Econpapers || Download paper

  61. Uncovered interest-rate parity over the past two centuries. (2011). Wu, Liuren ; Lothian, James ; JamesR. Lothian, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:3:p:448-473.

    Full description at Econpapers || Download paper

  62. Structural breaks, parameter uncertainty, and term structure puzzles. (2011). Giordani, Paolo ; Bulkley, George .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:222-232.

    Full description at Econpapers || Download paper

  63. Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios. (2011). Panayotov, George ; Bakshi, Gurdip ; Skoulakis, Georgios .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:3:p:475-495.

    Full description at Econpapers || Download paper

  64. Revisiting the expectations hypothesis of the term structure of interest rates. (2011). Nawosah, Vivekanand ; Harris, Richard ; Bulkley, George ; Harris, Richard D. F., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1202-1212.

    Full description at Econpapers || Download paper

  65. A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information. (2011). Macchiarelli, Corrado.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111404.

    Full description at Econpapers || Download paper

  66. Predictability of Returns and Cash Flows. (2010). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16648.

    Full description at Econpapers || Download paper

  67. Predictions of short-term rates and the expectations hypothesis. (2010). Thornton, Daniel ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-013.

    Full description at Econpapers || Download paper

  68. A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates. (2010). sahut, Jean-Michel.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-10-00261.

    Full description at Econpapers || Download paper

  69. A Rational Expectations Consistent Measure of Risk: Using Financial Market Data from a Middle Income Context. (2010). Fedderke, Johannes ; Pillay, Neryvia .
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:72:y:2010:i:6:p:769-793.

    Full description at Econpapers || Download paper

  70. Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis. (2009). Tabak, Benjamin.
    In: Applied Economics.
    RePEc:taf:applec:v:41:y:2009:i:21:p:2681-2689.

    Full description at Econpapers || Download paper

  71. Non-nested Information Sets and the Term Structure of Interest Rates. (2009). Nimark, Kristoffer.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:896.

    Full description at Econpapers || Download paper

  72. Indian G-Sec Market: How the Term Structure Reacts to Monetary Policy. (2009). Das, Rituparna.
    In: MPRA Paper.
    RePEc:pra:mprapa:16436.

    Full description at Econpapers || Download paper

  73. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14701.

    Full description at Econpapers || Download paper

  74. International Interest-Rate Risk Premia in Affine Term Structure Models. (2009). Geiger, Felix.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:316.

    Full description at Econpapers || Download paper

  75. Revisiting the predictability of bond risk premia. (2009). Valente, Giorgio ; Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-009.

    Full description at Econpapers || Download paper

  76. Resolving the unbiasedness puzzle in the foreign exchange market. (2009). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-002.

    Full description at Econpapers || Download paper

  77. Predictable returns and asset allocation: Should a skeptical investor time the market?. (2009). Wachter, Jessica ; Warusawitharana, Missaka.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:162-178.

    Full description at Econpapers || Download paper

  78. Time-Variation in Term Permia: International Survey-Based Evidence. (2009). Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Jongen, Ron .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:09-02.

    Full description at Econpapers || Download paper

  79. Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. (2009). Luger, Richard ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2009s-20.

    Full description at Econpapers || Download paper

  80. Ten Years of Czech Inflation Targeting: Missed Targets and Anchored Expectations. (2008). Holub, Tomas ; Hurnk, Jaromr .
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:44:y:2008:i:6:p:67-86.

    Full description at Econpapers || Download paper

  81. Monetary policy: why money matters and interest rates dont. (2008). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-011.

    Full description at Econpapers || Download paper

  82. The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value. (2008). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:89:y:2008:i:1:p:158-174.

    Full description at Econpapers || Download paper

  83. Further analysis of the expectations hypothesis using very short-term rates. (2008). Brown, Craig R. ; Griffiths, Mark D. ; Cyree, Ken B. ; Winters, Drew B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:4:p:600-613.

    Full description at Econpapers || Download paper

  84. Term structure of interest rates and the expectation hypothesis: The euro area. (2008). D'Ecclesia, Rita Laura ; Musti, Silvana .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:185:y:2008:i:3:p:1596-1606.

    Full description at Econpapers || Download paper

  85. Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates. (2008). Thornton, Daniel ; Guidolin, Massimo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008977.

    Full description at Econpapers || Download paper

  86. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression. (2008). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne E..
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:43:y:2008:i:02:p:331-353_00.

    Full description at Econpapers || Download paper

  87. Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution. (2008). Pedersen, Thomas.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-60.

    Full description at Econpapers || Download paper

  88. Term Structure Dynamics in a Monetary Economy with Learning. (2007). Ono, Sadayuki .
    In: Discussion Papers.
    RePEc:yor:yorken:07/29.

    Full description at Econpapers || Download paper

  89. Does Central Bank Transparency Impact Financial Markets? A Cross?Country Econometric Analysis. (2007). Tomljanovich, Marc.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:73:y:2007:i:3:p:791-813.

    Full description at Econpapers || Download paper

  90. Macroeconomic Sources of Risk in the Term Structure. (2007). Balfoussia, Hiona ; Wickens, Mike .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:1:p:205-236.

    Full description at Econpapers || Download paper

  91. Significance of risk modelling in the term structure of interest rates. (2007). Papadamou, Stephanos ; HALKOS, GEORGE.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:3:p:237-247.

    Full description at Econpapers || Download paper

  92. A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates. (2007). Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp591.

    Full description at Econpapers || Download paper

  93. A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates. (2007). Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:591.

    Full description at Econpapers || Download paper

  94. Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?. (2007). Wachter, Jessica ; Warusawitharana, Missaka.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13165.

    Full description at Econpapers || Download paper

  95. Expectations Hypothesis Tests in the Presence of Model Uncertainty. (2007). Osborn, Denise ; Kim, Dong Heon ; Bataa, Erdenebat.
    In: Discussion Paper Series.
    RePEc:iek:wpaper:0703.

    Full description at Econpapers || Download paper

  96. Robust Equilibrium Yield Curves. (2007). Vincent, Nicolas ; Kleshchelski, Isaac .
    In: Cahiers de recherche.
    RePEc:iea:carech:0802.

    Full description at Econpapers || Download paper

  97. The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-061.

    Full description at Econpapers || Download paper

  98. Uncovered interest rate parity and the term structure. (2007). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:6:p:1038-1069.

    Full description at Econpapers || Download paper

  99. The term structure of commercial paper rates. (2007). Oliner, Stephen ; Downing, Chris .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:83:y:2007:i:1:p:59-86.

    Full description at Econpapers || Download paper

  100. The comovement of US and German bond markets. (2007). Tanggaard, Carsten ; Engsted, Tom.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:16:y:2007:i:2:p:172-182.

    Full description at Econpapers || Download paper

  101. The implied volatility term structure of stock index options. (2007). MIXON, SCOTT .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:3:p:333-354.

    Full description at Econpapers || Download paper

  102. The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6445.

    Full description at Econpapers || Download paper

  103. Irving Fisher, Expectational Errors, and the UIP Puzzle. (2007). Mahieu, Ronald ; Lothian, James ; Pownall, Rachel ; Koedijk, Kees ; Campbell, Rachel .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6294.

    Full description at Econpapers || Download paper

  104. MONETARY POLICY AND BEHAVIOURAL FINANCE. (2007). Cuthbertson, K. ; Nitzsche, D..
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:21:y:2007:i:5:p:935-969.

    Full description at Econpapers || Download paper

  105. The information content of the term structure of interest rates. (2006). Inder, Brett ; Kalev, Petko S..
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:1:p:33-45.

    Full description at Econpapers || Download paper

  106. A Further Examination of the Expectations Hypothesis for the Term Structure. (2006). Osborn, Denise ; Bataa, Erdenebat ; Kim, Dong H..
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:0611.

    Full description at Econpapers || Download paper

  107. A consumption-based model of the term structure of interest rates. (2006). Wachter, Jessica.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399.

    Full description at Econpapers || Download paper

  108. The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment. (2006). Siklos, Pierre ; Haug, Alfred.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:10:y:2006:i:4:n:6.

    Full description at Econpapers || Download paper

  109. Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates. (2006). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:10:y:2006:i:2:n:1.

    Full description at Econpapers || Download paper

  110. A Small-Sample Study of the New-Keynesian Macro Model. (2005). Moreno, Antonio ; Cho, Seonghoon.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0305.

    Full description at Econpapers || Download paper

  111. Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence. (2005). Wohar, Mark ; Rapach, David E..
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:329.

    Full description at Econpapers || Download paper

  112. The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective. (2005). Wu, Tao ; Rudebusch, Glenn.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:3.

    Full description at Econpapers || Download paper

  113. Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters. (2005). Cogley, Timothy.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:2:p:420-451.

    Full description at Econpapers || Download paper

  114. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11119.

    Full description at Econpapers || Download paper

  115. Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics. (2005). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:941.

    Full description at Econpapers || Download paper

  116. Is There a Unit Root in East-Asian Short-Term Interest Rates?. (2005). Chua, Chew ; Suardi, Sandy.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2005n14.

    Full description at Econpapers || Download paper

  117. Term structure estimation with survey data on interest rate forecasts. (2005). Orphanides, Athanasios ; Kim, Don H..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-48.

    Full description at Econpapers || Download paper

  118. What do you expect? Imperfect policy credibility and tests of the expectations hypothesis. (2005). Tinsley, Peter ; Kozicki, Sharon.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:52:y:2005:i:2:p:421-447.

    Full description at Econpapers || Download paper

  119. Inflation risk premia and the expectations hypothesis. (2005). Buraschi, Andrea ; JILTSOV, ALEXEI.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:75:y:2005:i:2:p:429-490.

    Full description at Econpapers || Download paper

  120. An error correction factor model of term structure slopes in international swap markets. (2005). Novales, Alfonso ; Abad, Pilar.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:3:p:229-254.

    Full description at Econpapers || Download paper

  121. Term Structure Estimation with Survey Data on Interest Rate Forecasts. (2005). Orphanides, Athanasios ; Kim, Don H..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5341.

    Full description at Econpapers || Download paper

  122. The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5259.

    Full description at Econpapers || Download paper

  123. Time Variation in Term Premia: International Evidence. (2005). Wolff, Christian ; Verschoor, Willem ; Jongen, Ron .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4959.

    Full description at Econpapers || Download paper

  124. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4914.

    Full description at Econpapers || Download paper

  125. Bond Risk Premia. (2005). Piazzesi, Monika ; Cochrane, John.
    In: American Economic Review.
    RePEc:aea:aecrev:v:95:y:2005:i:1:p:138-160.

    Full description at Econpapers || Download paper

  126. The Term Spread International Evidence of Non-Linear Adjustment. (2004). Siklos, Pierre ; Haug, Alfred.
    In: Working Papers.
    RePEc:yca:wpaper:2002_08.

    Full description at Econpapers || Download paper

  127. The rational expectations hypothesis and the cross-section of bond yields. (2004). Harris, Richard ; Richard D. F. Harris, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:2:p:105-112.

    Full description at Econpapers || Download paper

  128. Overreaction of yield spreads and movements of Brazilian interest ratest. (2004). Brito, Ricardo D ; de Carvalho, Osmani Teixeira ; Mont, Angelo Jose .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:24:y:2004:i:1:a:2702.

    Full description at Econpapers || Download paper

  129. Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras. (2004). Guillén, Osmani ; Guillén, Osmani ; Brito, Ricardo ; Alverne Duarte & Osamani Teixeira de Carvalho Guil, ; Guillén, Osmani ; Mont, Angelo Jose .
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_67.

    Full description at Econpapers || Download paper

  130. Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox. (2004). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-022.

    Full description at Econpapers || Download paper

  131. The term structure of commercial paper rates. (2004). Oliner, Stephen ; Downing, Chris .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-18.

    Full description at Econpapers || Download paper

  132. The recent shift in term structure behavior from a no-arbitrage macro-finance perspective. (2004). Rudebusch, Glenn ; Wu, Tao.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2004-25.

    Full description at Econpapers || Download paper

  133. Bootstrapping autoregressions with conditional heteroskedasticity of unknown form. (2004). Kilian, Lutz ; Goncalves, Silvia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:123:y:2004:i:1:p:89-120.

    Full description at Econpapers || Download paper

  134. Anticipation of monetary policy in UK financial markets. (2004). wetherilt, anne ; Lildholdt, Peter .
    In: Bank of England working papers.
    RePEc:boe:boeewp:241.

    Full description at Econpapers || Download paper

  135. Uncovered Interest Rate Parity Over the Past Two Centuries. (2003). Wu, Liuren ; Lothian, James.
    In: International Finance.
    RePEc:wpa:wuwpif:0311009.

    Full description at Econpapers || Download paper

  136. A Structural Estimation and Interpretation of the New Keynesian Macro Model. (2003). Moreno, Antonio ; Cho, Seonghoon.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1403.

    Full description at Econpapers || Download paper

  137. Econometrics of yield spreads in the money market: a note. (2003). Bhaumik, Sumon ; Coondoo, D..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:645-653.

    Full description at Econpapers || Download paper

  138. Term Structure Dynamics in Theory and Reality. (2003). Singleton, Kenneth ; Dai, Qiang.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:16:y:2003:i:3:p:631-678.

    Full description at Econpapers || Download paper

  139. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia ; Gonalves, Silvia.
    In: Cahiers de recherche.
    RePEc:mtl:montec:01-2003.

    Full description at Econpapers || Download paper

  140. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-01.

    Full description at Econpapers || Download paper

  141. La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública. (2003). Juan M. Nave Pineda, ; Perello, Magdalena Massot.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:27:y:2003:i:3:p:533-564.

    Full description at Econpapers || Download paper

  142. Interpreting the term structure of interbank rates in Hong Kong. (2003). Gerlach, Stefan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:11:y:2003:i:5:p:593-609.

    Full description at Econpapers || Download paper

  143. A multivariate model of strategic asset allocation. (2003). Viceira, Luis ; Campbell, John ; Lewis, Chan Yeung.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:67:y:2003:i:1:p:41-80.

    Full description at Econpapers || Download paper

  144. The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation. (2003). Thornton, Daniel ; Sarno, Lucio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:6:p:1079-1110.

    Full description at Econpapers || Download paper

  145. Risk premia in the term structure of interest rates: a panel data approach. (2003). Wolff, Christian ; Bams, Dennis ; Wolff, Christian C. P., .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:3:p:211-236.

    Full description at Econpapers || Download paper

  146. Consumption-based asset pricing. (2003). Campbell, John Y..
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-13.

    Full description at Econpapers || Download paper

  147. Structural changes in the cointegrated vector autoregressive model. (2003). Hansen, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:114:y:2003:i:2:p:261-295.

    Full description at Econpapers || Download paper

  148. Testing the expectations hypothesis using long-maturity forward rates. (2003). Christiansen, Charlotte.
    In: Economics Letters.
    RePEc:eee:ecolet:v:78:y:2003:i:2:p:175-180.

    Full description at Econpapers || Download paper

  149. Long rates, risk premia and the over-reaction hypothesis. (2003). Nitzsche, Dirk ; Cuthbertson, Keith.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:20:y:2003:i:2:p:417-435.

    Full description at Econpapers || Download paper

  150. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-17.

    Full description at Econpapers || Download paper

  151. Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates. (2003). Tabak, Benjamin ; de Andrade, Sandro Canesso .
    In: Brazilian Review of Finance.
    RePEc:brf:journl:v:1:y:2003:i:1:p:19-43.

    Full description at Econpapers || Download paper

  152. Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift. (2003). Lanne, Markku.
    In: Manchester School.
    RePEc:bla:manchs:v:71:y:2003:i:s1:p:54-67.

    Full description at Econpapers || Download paper

  153. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2002). Kilian, Lutz ; Goncalves, Silvia.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4191.

    Full description at Econpapers || Download paper

  154. Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus.
    In: Finance.
    RePEc:wpa:wuwpfi:0207014.

    Full description at Econpapers || Download paper

  155. Bond Risk Premia. (2002). Piazzesi, Monika ; Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9178.

    Full description at Econpapers || Download paper

  156. Uncovered Interest Rate Parity and the Term Structure. (2002). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8795.

    Full description at Econpapers || Download paper

  157. Revisiting the shape of the yield curve: the effect of interest rate volatility.. (2002). Christiansen, Charlotte ; Lund, Jesper .
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2002_003.

    Full description at Econpapers || Download paper

  158. Real Risk, Inflation Risk, and the Term Structure. (2002). Evans, Martin.
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~02-02-10.

    Full description at Econpapers || Download paper

  159. The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation. (2002). Thornton, Daniel ; Sarno, Lucio.
    In: Working Papers.
    RePEc:fip:fedlwp:2000-032.

    Full description at Econpapers || Download paper

  160. Liquidity risk and specialness. (2002). Buraschi, Andrea ; Andrea, Buraschi ; Davide, Menini.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:64:y:2002:i:2:p:243-284.

    Full description at Econpapers || Download paper

  161. Expectation puzzles, time-varying risk premia, and affine models of the term structure. (2002). Singleton, Kenneth ; Qiang, Dai ; Singleton Kenneth J., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:63:y:2002:i:3:p:415-441.

    Full description at Econpapers || Download paper

  162. The relation between asset returns and inflation at short and long horizons. (2002). Tanggaard, Carsten ; Engsted, Tom.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:12:y:2002:i:2:p:101-118.

    Full description at Econpapers || Download paper

  163. Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?. (2002). Hodrick, Robert ; Vassalou, Maria.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1275-1299.

    Full description at Econpapers || Download paper

  164. Interpreting the Term Structure of Interbank Rates in Hong Kong. (2002). Gerlach, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3187.

    Full description at Econpapers || Download paper

  165. Monetary Policy and the Term Spread in a Macro Model of a Small Open Economy. (2002). Kotlán, Viktor.
    In: Working Papers.
    RePEc:cnb:wpaper:2002/01.

    Full description at Econpapers || Download paper

  166. Term Structure of Interest Rates with Regime Shifts. (2002). Bansal, Ravi.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:5:p:1997-2043.

    Full description at Econpapers || Download paper

  167. Measures of Fit for Rational Expectations Models.. (2002). Engsted, Tom.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:16:y:2002:i:3:p:301-55.

    Full description at Econpapers || Download paper

  168. Monetary policy and the term structure of interest rates in a small open economy - a model framework approach. (2001). Kotlán, Viktor.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0110003.

    Full description at Econpapers || Download paper

  169. Linkages between property asset returns and interest rates: evidence for the UK. (2001). Brooks, Chris ; Cos, Sotiris Tsola ; Tsolacos, Sotiris.
    In: Applied Economics.
    RePEc:taf:applec:v:33:y:2001:i:6:p:711-719.

    Full description at Econpapers || Download paper

  170. Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis. (2001). Pelsser, Antoon ; de Jong, Frank ; Driessen, Joost.
    In: Review of Finance.
    RePEc:oup:revfin:v:5:y:2001:i:3:p:201-237..

    Full description at Econpapers || Download paper

  171. A Multivariate Model of Strategic Asset Allocation. (2001). Viceira, Luis ; Campbell, John ; Chan, Yeung Lewis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8566.

    Full description at Econpapers || Download paper

  172. Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure. (2001). Singleton, Kenneth ; Dai, Qiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8167.

    Full description at Econpapers || Download paper

  173. Anticipations of monetary policy in financial markets. (2001). Sack, Brian ; Whitesell, William ; Lange, Joe.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-24.

    Full description at Econpapers || Download paper

  174. Peso problem explanations for term structure anomalies. (2001). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:48:y:2001:i:2:p:241-270.

    Full description at Econpapers || Download paper

  175. Predictable changes in yields and forward rates. (2001). Wu, Liuren ; Backus, David ; Silverio, Foresi ; Abon, Mozumdar.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:59:y:2001:i:3:p:281-311.

    Full description at Econpapers || Download paper

  176. Editors foreword to the special issue: On the predictability of asset returns. (2001). Bekaert, Geert.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:5:p:451-457.

    Full description at Econpapers || Download paper

  177. The Danish stock and bond markets: comovement, return predictability and variance decomposition. (2001). Tanggaard, Carsten ; Engsted, Tom.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:3:p:243-271.

    Full description at Econpapers || Download paper

  178. A Multivariate Model of Strategic Asset Allocation. (2001). Viceira, Luis ; Campbell, John ; Chan, Yeung Lewis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3070.

    Full description at Econpapers || Download paper

  179. Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?. (2001). Hodrick, Robert ; Vassalou, Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3056.

    Full description at Econpapers || Download paper

  180. TESTING THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES IN THE PRESENCE OF A POTENTIAL REGIME SHIFT. (2000). Lanne, Markku.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:294.

    Full description at Econpapers || Download paper

  181. Expectations Hypotheses Tests. (2000). Hodrick, Robert ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7609.

    Full description at Econpapers || Download paper

  182. The Expectations Hypothesis of the Term Structure - The Case of Ireland. (2000). Bredin, Don ; Cuthbertson, Keith.
    In: The Economic and Social Review.
    RePEc:eso:journl:v:31:y:2000:i:3:p:267-281.

    Full description at Econpapers || Download paper

  183. The term structure of very short-term rates: New evidence for the expectations hypothesis. (2000). Longstaff, Francis ; Longstaff Francis A., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:58:y:2000:i:3:p:397-415.

    Full description at Econpapers || Download paper

  184. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1240.

    Full description at Econpapers || Download paper

  185. Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach. (2000). Wolff, Christian ; Bams, Dennis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2392.

    Full description at Econpapers || Download paper

  186. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2000-20.

    Full description at Econpapers || Download paper

  187. Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations. (1999). Ahrens, Ralf .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:199914.

    Full description at Econpapers || Download paper

  188. Testing the expectations theory of the term structure for New Zealand. (1999). Yu, Jun ; Wright, Julian ; Guthrie, Graeme.
    In: New Zealand Economic Papers.
    RePEc:taf:nzecpp:v:33:y:1999:i:1:p:93-114.

    Full description at Econpapers || Download paper

  189. Stock and Bond Pricing in an Affine Economy. (1999). Bekaert, Geert ; Grenadier, Steven R..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7346.

    Full description at Econpapers || Download paper

  190. Predictive Regressions. (1999). Stambaugh, Robert.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0240.

    Full description at Econpapers || Download paper

  191. Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510.

    Full description at Econpapers || Download paper

  192. Predictability in international asset returns: a reexamination. (1999). Neely, Christopher ; Weller, Paul .
    In: Working Papers.
    RePEc:fip:fedlwp:1997-010.

    Full description at Econpapers || Download paper

  193. Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile. (1999). Whiteman, Charles ; Roberds, William.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:44:y:1999:i:3:p:555-580.

    Full description at Econpapers || Download paper

  194. Predictive regressions. (1999). Stambaugh, Robert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:54:y:1999:i:3:p:375-421.

    Full description at Econpapers || Download paper

  195. The Term Structure with Highly Persistent Interest Rates. (1999). Valkanov, Rossen .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt8x91m4hg.

    Full description at Econpapers || Download paper

  196. Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift. (1999). Lanne, Markku.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:1999_020.

    Full description at Econpapers || Download paper

  197. Anticipated monetary policy and the dynamic behaviour of the term structure of interest rates. (1999). Vilmunen, Jouko ; Jaaskela, Jarkko .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:1999_012.

    Full description at Econpapers || Download paper

  198. Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence.. (1998). Torricelli, Costanza ; Boero, Gianna.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:512.

    Full description at Econpapers || Download paper

  199. Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: some comparative evidence. (1998). Torricelli, Costanza ; Boero, Gianna.
    In: Economic Research Papers.
    RePEc:ags:uwarer:268794.

    Full description at Econpapers || Download paper

  200. Peso Problem Explanations for Term Structure Anomalies. (1997). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6147.

    Full description at Econpapers || Download paper

  201. Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics. (). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: MRG Discussion Paper Series.
    RePEc:qld:uqmrg6:02.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Andrews, D.W.K. Heteroskedasticity and autocorrelation consistent covariance estimation. 1991 Econometrica. 59 817-858

  2. Bekaert, G. ; Harvey, C. Emerging equity market volatility. 1997 Journal of Financial Economics. 43 29-77

  3. Bekaert, G. ; Hodrick, R.J. ; Marshall, D.A. On biases in tests of expectations hypothesis of the term structure of interest rates. 1996 NBER technical working paper, No. 191. -

  4. Bekaert, G. ; Hodrick, R.J. ; Marshall, D.A. Peso problem explanations for term structure anomalies. 1995 En : . Stanford University: Los Angeles, CA
    Paper not yet in RePEc: Add citation now

  5. Bera, A. ; Jarque, C. Model specification tests: a simultaneous approach. 1982 Journal of Econometrics. 20 59-82

  6. Bliss, R. Testing term structure estimation methods. 1994 En : . Federal Reserve Bank: Stanford, CA
    Paper not yet in RePEc: Add citation now

  7. Bollerslev, T. Generalized autoregressive conditional heteroskedasticity. 1986 Journal of Econometrics. 72 307-327

  8. Bollerslev, T. ; Chou, R.Y. ; Kroner, K.F. ARCH modelling in finance: a review of the theory and empirical evidence. 1992 Journal of Econometrics. 52 5-60

  9. Bollerslev, T. ; Woolridge, J. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances. 1992 Econometric Reviews. 11 143-172
    Paper not yet in RePEc: Add citation now

  10. Campbell, J.Y. ; Shiller, R.J. Yield spreads and interest rate movements: a bird's eye view. 1991 Review of Economic Studies. 58 495-514

  11. Cumby, R.E. ; Huizinga, J. Testing the autocorrelation structure of disturbances in ordinary least squares and instrumental variables regressions. 1992 Econometrica. 60 185-196

  12. Elliott, G. ; Stock, J.H. Inference in time series regression when the order of integration of a regressor is unknown. 1994 Econometric Theory. 10 672-700

  13. Engle, R.F. ; Ng, V.M. ; Rothschild, M. Asset pricing with a factor-ARCH covariance structure: empirical estimations for treasury bills. 1990 Journal of Econometrics. 45 213-237

  14. Fama, E.F. The information in the term structure of interest rates. 1984 Journal of Financial Economics. 13 509-528

  15. Fama, E.F. ; Bliss, R. The information in long-maturity rates. 1987 American Economic Review. 77 680-692
    Paper not yet in RePEc: Add citation now
  16. Graham, A. Kronecker products and matrix calculus: with applications. 1981 John Wiley: Atlanta, GA
    Paper not yet in RePEc: Add citation now

  17. Gray, S.F. Modeling the conditional distribution of interest rates as a regime-switching process. 1996 Journal of Financial Economics. 42 27-62

  18. Hansen, L.P. Large sample properties of generalized method of moments estimators. 1982 Econometrica. 50 1029-1054

  19. Hardouvelis, G.A. The term structure spread and future changes in long and short rates in the G7 countries: is there a puzzle?. 1994 Journal of Monetary Economics. 33 255-284

  20. Hodrick, R.J. Dividend yields and expected stock returns: alternative procedures for inference and measurement. 1992 Review of Financial Studies. 5 357-386

  21. Jorion, P. ; Mishkin, F. A multicountry comparison of term-structure forecasts at long horizons. 1991 Journal of Financial Economics. 29 59-80

  22. Kendall, M.G. Note on bias in the estimation of autocorrelation. 1954 Biometrika. 41 403-404
    Paper not yet in RePEc: Add citation now
  23. Kroner, K.F. ; Ng, V.M. Modelling the time-varying component of asset returns. 1995 Barclays BZW: New York, NY
    Paper not yet in RePEc: Add citation now
  24. Ljung, G.M. ; Box, G.E.P. On a measure of lack of fit in time series models. 1978 Biometrika. 67 297-303
    Paper not yet in RePEc: Add citation now

  25. Lutz, F.A. The structure of interest rates. 1940 Quarterly Journal of Economics. 55 36-63

  26. Mankiw, N.G. ; Shapiro, M. Do we reject too often: small sample properties of tests of rational expectations models. 1986 Economic Letters. 20 139-145

  27. Marriott, F.H.C. ; Pope, J.A. Bias in the estimation of autocorrelations. 1954 Biometrika. 41 390-402
    Paper not yet in RePEc: Add citation now

  28. McCulloch, J.H. The tax-adjusted yield curve. 1975 Journal of Finance. 30 811-830

  29. McCulloch, J.H. ; Kwon, H.C. U.S. term structure data, 1947–1991. 1993 En : . Ohio State University: San Francisco, CA
    Paper not yet in RePEc: Add citation now
  30. Melino, A. Essays on estimation and inference in linear rational expectations models. 1983 En : . Harvard University: Columbus, OH
    Paper not yet in RePEc: Add citation now

  31. Newey, W. ; West, K. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708

  32. Richardson, M. ; Stock, J.H. Drawing inferences from statistics based on multi-year asset returns. 1989 Journal of Financial Economics. 25 323-348

  33. Schwarz, G. Estimating the dimension of a model. 1978 Annals of Statistics. 6 461-464
    Paper not yet in RePEc: Add citation now
  34. Stambaugh, R. Bias in regression with lagged stochastic regressors. 1986 En : . University of Chicago: Cambridge, MA
    Paper not yet in RePEc: Add citation now

  35. Stambaugh, R. The information in the forward rates: implications for models of the term structure. 1988 Journal of Financial Economics. 21 41-69

  36. Stock, J.H. Unit roots, structural breaks and trends. 1994 En : Engle, R.F. ; McFadden, D.L. . North-Holland: Chicago, IL
    Paper not yet in RePEc: Add citation now
  37. Tauchen, G. The small-sample bias of tests for a risk premium in forward exchange rates. 1985 En : . Duke University: Amsterdam
    Paper not yet in RePEc: Add citation now

  38. White, H. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. 1980 Econometrica. 48 817-838

  39. White, H. Maximum likelihood estimation of misspecified models. 1982 Econometrica. 50 1-25

Cocites

Documents in RePEc which have cited the same bibliography

  1. The impact of oil shocks on the Spanish economy. (2011). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Gmez-Loscos, Ana ; Montas, Antonio .
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1070-1081.

    Full description at Econpapers || Download paper

  2. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
    In: Econometrics.
    RePEc:wpa:wuwpem:0503004.

    Full description at Econpapers || Download paper

  3. A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change. (2005). Perron, Pierre ; Deng, Ai.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-047.

    Full description at Econpapers || Download paper

  4. Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella.
    In: Econometrics.
    RePEc:wpa:wuwpem:0308001.

    Full description at Econpapers || Download paper

  5. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:10685.

    Full description at Econpapers || Download paper

  6. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-61.

    Full description at Econpapers || Download paper

  7. Tests of conditional predictive ability. (2003). White, Halbert ; Giacomini, Raffaella.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:572.

    Full description at Econpapers || Download paper

  8. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
    In: Economics Working Papers.
    RePEc:upf:upfgen:635.

    Full description at Econpapers || Download paper

  9. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9393.

    Full description at Econpapers || Download paper

  10. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-18.

    Full description at Econpapers || Download paper

  11. Efficient Regression in Time Series Partial Linear Models. (2002). Xiao, Zhijie ; Phillips, Peter ; Guo, Binbin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1363.

    Full description at Econpapers || Download paper

  12. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1362.

    Full description at Econpapers || Download paper

  13. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models. (2002). Goncalves, Silvia.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-41.

    Full description at Econpapers || Download paper

  14. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8601.

    Full description at Econpapers || Download paper

  15. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0113.

    Full description at Econpapers || Download paper

  16. Improved nonparametric confidence intervals in time series regressions. (2001). Wolf, Michael ; Romano, Joseph P..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws010201.

    Full description at Econpapers || Download paper

  17. A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft. (2000). Benkard, Lanier C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7710.

    Full description at Econpapers || Download paper

  18. The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis. (2000). Kuan, Chung-Ming ; Chen, Yi-Ting.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1723.

    Full description at Econpapers || Download paper

  19. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1214.

    Full description at Econpapers || Download paper

  20. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1211.

    Full description at Econpapers || Download paper

  21. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0867.

    Full description at Econpapers || Download paper

  22. Corruption and Resource Allocation Under Chinas Dual Track System. (2000). Li, Wei.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0179.

    Full description at Econpapers || Download paper

  23. Agency Costs, Credit Constraints and Corporate Investment. (1999). Hansen, Sten .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0079.

    Full description at Econpapers || Download paper

  24. On the finite-sample accuracy of nonparametric resampling algorithms for economic time series. (1999). Kilian, Lutz ; Birgean, Ionel ; Berkowitz, Jeremy .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-04.

    Full description at Econpapers || Download paper

  25. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

    Full description at Econpapers || Download paper

  26. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:2:y:1999:n:2:p:299-310.

    Full description at Econpapers || Download paper

  27. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0226.

    Full description at Econpapers || Download paper

  28. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0074.

    Full description at Econpapers || Download paper

  29. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0050.

    Full description at Econpapers || Download paper

  30. Consistent covariance matrix estimation in probit models with autocorrelated errors. (1998). Rodrigues, Anthony ; Estrella, Arturo.
    In: Staff Reports.
    RePEc:fip:fednsr:39.

    Full description at Econpapers || Download paper

  31. A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy.. (1998). Stern, David.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9803.

    Full description at Econpapers || Download paper

  32. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian .
    In: Computational Economics.
    RePEc:wpa:wuwpco:9702001.

    Full description at Econpapers || Download paper

  33. Bootstrap Testing for Fractional Integration. (1997). Andersson, Michael K. ; Gredenhoff, Mikael P..
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0188.

    Full description at Econpapers || Download paper

  34. The determinants of UK business cycles. (1997). Scott, Andrew ; Holland, Allison .
    In: Bank of England working papers.
    RePEc:boe:boeewp:58.

    Full description at Econpapers || Download paper

  35. Time series properties of global climate variables: detection and attribution of climate change. (1997). Stern, David ; Kaufmann, Robert.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9702.

    Full description at Econpapers || Download paper

  36. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.. (1996). Zivot, Eric.
    In: Econometrics.
    RePEc:wpa:wuwpem:9612001.

    Full description at Econpapers || Download paper

  37. Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel.
    In: Econometrics.
    RePEc:wpa:wuwpem:9602009.

    Full description at Econpapers || Download paper

  38. Shortages, interest rates, and money demand in Poland, 1969-1995,. (1996). Sterken, Elmer ; Nijsse, Erwin .
    In: Working Papers.
    RePEc:wop:ccsowp:0025.

    Full description at Econpapers || Download paper

  39. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5646.

    Full description at Econpapers || Download paper

  40. Recent developments in bootstrapping time series. (1996). Kilian, Lutz ; Berkowitz, Jeremy .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-45.

    Full description at Econpapers || Download paper

  41. Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9502005.

    Full description at Econpapers || Download paper

  42. Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K.
    In: Economics Papers.
    RePEc:nuf:econwp:0015.

    Full description at Econpapers || Download paper

  43. Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act. (1995). Schmidt, Peter ; Horrace, William ; Witte, Ann Dryden .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5387.

    Full description at Econpapers || Download paper

  44. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-05.

    Full description at Econpapers || Download paper

  45. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY. (1994). West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410002.

    Full description at Econpapers || Download paper

  46. A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. (1994). Wilcox, David ; West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410001.

    Full description at Econpapers || Download paper

  47. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9406001.

    Full description at Econpapers || Download paper

  48. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Staff Working Papers.
    RePEc:bca:bocawp:94-2.

    Full description at Econpapers || Download paper

  49. Soft Landing of a Stock Market Bubble, An Experimental Study. (). Fischbacher, Urs ; Hens, Thorsten.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:090.

    Full description at Econpapers || Download paper

  50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:93.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-03 02:50:20 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.