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Investor Flows and the 2008 Boom/Bust in Oil Prices.
- Published in:
- Management Science, 2014, v. 60, n. 2, p. 300, doi. 10.1287/mnsc.2013.1756
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- Publication type:
- Article
Joint Editorial.
- Published in:
- 2013
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- Publication type:
- Editorial
Gaussian Macro-Finance Term Structure Models with Lags.
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- Journal of Financial Econometrics, 2013, v. 11, n. 4, p. 581, doi. 10.1093/jjfinec/nbt012
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- Publication type:
- Article
A New Perspective on Gaussian Dynamic Term Structure Models.
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- Review of Financial Studies, 2011, v. 24, n. 3, p. 926, doi. 10.1093/rfs/hhq128
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- Publication type:
- Article
An Equilibrium Term Structure Model with Recursive Preferences.
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- American Economic Review, 2010, v. 100, n. 2, p. 557, doi. 10.1257/aer.100.2.557
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- Article
Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk.
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- Review of Financial Studies, 2010, v. 23, n. 5, p. 2184, doi. 10.1093/rfs/hhq007
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- Publication type:
- Article
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads.
- Published in:
- Journal of Finance (Wiley-Blackwell), 2008, v. 63, n. 5, p. 2345, doi. 10.1111/j.1540-6261.2008.01399.x
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- Publication type:
- Article
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields.
- Published in:
- Review of Financial Studies, 2007, v. 20, n. 5, p. 1669, doi. 10.1093/rfs/hhm021
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- Publication type:
- Article
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt.
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- Journal of Finance (Wiley-Blackwell), 2003, v. 58, n. 1, p. 119, doi. 10.1111/1540-6261.00520
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- Publication type:
- Article
PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 4, p. 427, doi. 10.1111/j.1467-9965.2002.tb00132.x
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- Publication type:
- Article
Specification Analysis of Affine Term Structure Models.
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- Journal of Finance (Wiley-Blackwell), 2000, v. 55, n. 5, p. 1943, doi. 10.1111/0022-1082.00278
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- Publication type:
- Article
Yield Curve Risk in Japanese Government Bond Markets.
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- International Review of Finance, 2000, v. 1, n. 2, p. 97, doi. 10.1111/1468-2443.00007
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- Publication type:
- Article
Modeling term structures of defaultable bonds.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 4, doi. 10.1093/rfs/12.4.687
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- Publication type:
- Article
EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS.
- Published in:
- Macroeconomic Dynamics, 1999, v. 3, n. 2, p. 243, doi. 10.1017/s1365100599011062
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- Publication type:
- Article
An Econometric Model of the Term Structure of Interest-Rate Swap Yields.
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- Journal of Finance (Wiley-Blackwell), 1997, v. 52, n. 4, p. 1287, doi. 10.1111/j.1540-6261.1997.tb01111.x
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- Publication type:
- Article
SIMULATED MOMENTS ESTIMATION OF MARKOV MODELS OF ASSET PRICES.
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- Econometrica, 1993, v. 61, n. 4, p. 929, doi. 10.2307/2951768
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- Publication type:
- Article
A TIME SERIES ANALYSIS OF REPRESENTATIVE AGENT MODELS OF CONSUMPTION AND LEISURE CHOICE UNDER UNCERTAINTY.
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- Quarterly Journal of Economics, 1988, v. 103, n. 1, p. 51, doi. 10.2307/1882642
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- Publication type:
- Article
DISCUSSION.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1985, v. 40, n. 3, p. 705, doi. 10.1111/j.1540-6261.1985.tb04993.x
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- Publication type:
- Article
RATIONAL EXPECTATIONS AND THE VOLATILITY OF FLOATING EXCHANGE RATES.
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- International Economic Review, 1983, v. 24, n. 3, p. 721, doi. 10.2307/2648797
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- Publication type:
- Article
AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE-BACKED SECURITIES.
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- 1983
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- Conference Paper
GENERALIZED INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR RATIONAL EXPECTATIONS MODELS.
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- Econometrica, 1982, v. 50, n. 5, p. 1269, doi. 10.2307/1911873
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- Publication type:
- Article
On Unit Roots and the Empirical Modeling of Exchange Rates.
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- Journal of Finance (Wiley-Blackwell), 1982, v. 37, n. 4, p. 1029, doi. 10.1111/j.1540-6261.1982.tb03595.x
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- Publication type:
- Article
MAXIMUM LIKELIHOOD "CONFIRMATORY" FACTOR ANALYSIS OF ECONOMIC TIME SERIES.
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- International Economic Review, 1981, v. 22, n. 1, p. 37, doi. 10.2307/2526134
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- Publication type:
- Article
MULTINATIONAL INFLATION UNDER FIXED EXCHANGE RATES: SOME EMPIRICAL EVIDENCE FROM LATENT VARIABLE MODELS.
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- Review of Economics & Statistics, 1981, v. 63, n. 1, p. 11, doi. 10.2307/1924212
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- Publication type:
- Article
A LATENT TIME SERIES MODEL OF THE CYCLICAL BEHAVIOR OF INTEREST RATES.
- Published in:
- International Economic Review, 1980, v. 21, n. 3, p. 559, doi. 10.2307/2526352
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- Publication type:
- Article