Subject
Economics and Econometrics,Finance
Reference11 articles.
1. Pricing the term structure with linear regressions;Adrian;J. Financ. Econ.,2013
2. The affine arbitrage-free class of Nelson–Siegel term structure models;Christensen;J. Econometrics,2011
3. The Term Structure of Expectations and Bond Yields;Crump,2016
4. Presidential address: Asset price dynamics with slow-moving capital;Duffie;J. Finance,2010
5. Do actions speak louder than words? The response of asset prices to monetary policy actions and statements;Gürkaynak;Int. J. Central Bank.,2005