Found: 11
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Estimating Shadow-Rate Term Structure Models with Near-Zero Yields.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 226, doi. 10.1093/jjfinec/nbu010
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- Article
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement.
- Published in:
- Management Science, 2022, v. 68, n. 11, p. 8286, doi. 10.1287/mnsc.2021.4215
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- Article
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt.
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- Review of Economics & Statistics, 2019, v. 101, n. 5, p. 933, doi. 10.1162/rest_a_00821
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- Article
TRANSMISSION OF QUANTITATIVE EASING: THE ROLE OF CENTRAL BANK RESERVES.
- Published in:
- Economic Journal, 2019, v. 129, n. 617, p. 249, doi. 10.1111/ecoj.12600
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- Article
The Response of Interest Rates to US and UK Quantitative Easing<sup>*</sup>.
- Published in:
- Economic Journal, 2012, v. 122, n. 564, p. F385, doi. 10.1111/j.1468-0297.2012.02554.x
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- Article
Correction to: The TIPS Liquidity Premium.
- Published in:
- Review of Finance, 2022, v. 26, n. 2, p. 443, doi. 10.1093/rof/rfac009
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- Article
TIPS Liquidity Premium*.
- Published in:
- Review of Finance, 2021, v. 25, n. 6, p. 1639, doi. 10.1093/rof/rfab018
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- Article
Pricing Deflation Risk with US Treasury Yields.
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- Review of Finance, 2016, v. 20, n. 3, p. 1107, doi. 10.1093/rof/rfv029
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- Article
An arbitrage-free generalized Nelson–Siegel term structure model.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. C33, doi. 10.1111/j.1368-423X.2008.00267.x
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- Article
A Portfolio Model of Quantitative Easing.
- Published in:
- Quarterly Journal of Finance, 2022, v. 12, n. 4, p. 1, doi. 10.1142/S2010139222500112
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- Article
Is There an On-the-Run Premium in TIPS?
- Published in:
- Quarterly Journal of Finance, 2020, v. 10, n. 2, p. N.PAG, doi. 10.1142/S201013922050007X
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- Article