Inflation Risk Premia, Yield Volatility, and Macro Factors.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 3, p. 397, doi. 10.1093/jjfinec/nby004
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2019 AND VI 17 AND IP 3
Results: 6
1
2
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 3, p. 462, doi. 10.1093/jjfinec/nby006
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- Publication type:
- Article
3
Farewell Editorial.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 3, p. 339, doi. 10.1093/jjfinec/nbz023
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- Publication type:
- Article
4
Divergence and the Price of Uncertainty.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 3, p. 341, doi. 10.1093/jjfinec/nby021
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- Publication type:
- Article
5
Estimating Systematic Risk under Extremely Adverse Market Conditions.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 3, p. 432, doi. 10.1093/jjfinec/nbx033
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- Publication type:
- Article
6
Subsampling Inference for the Autocorrelations of GARCH Processes.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 3, p. 495, doi. 10.1093/jjfinec/nbx037
- By:
- Publication type:
- Article