Author:
Christensen Jens H.E.,Diebold Francis X.,Rudebusch Glenn D.
Subject
Applied Mathematics,Economics and Econometrics
Reference35 articles.
1. Quadratic term structure models: theory and evidence;Ahn;Review of Financial Studies,2002
2. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables;Ang;Journal of Monetary Economics,2003
3. Bank for International Settlements, 2005. Zero-coupon yield curves: technical documentation. BIS Papers No. 25.
4. Christensen, J.H.E., Lopez, J.A., Rudebusch, G.D., 2009. Do central bank liquidity facilities affect interbank lending rates? Working Paper #2009-13. Federal Reserve Bank of San Francisco.
5. Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields;Christensen;Journal of Money Credit and Banking,2010
Cited by
281 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