No-Arbitrage Taylor Rules

Author:

Ang Andrew,Dong Sen,Piazzesi Monika

Publisher

Elsevier BV

Reference64 articles.

Cited by 20 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Affine Term Structure Models;The New Palgrave Dictionary of Economics;2018

2. Why do term structures in different currencies co-move?;Journal of Financial Economics;2015-01

3. On the informational role of term structure in the US monetary policy rule;Journal of Economic Dynamics and Control;2013-09

4. Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks;The Manchester School;2013-08-13

5. A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve*;Oxford Bulletin of Economics and Statistics;2012-11-06

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