Volatility clustering in real interest rates Theory and evidence-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Volatility clustering in real interest rates Theory and evidence

Published:1998-05 Issue:3 Volume:41 Page:431-453
ISSN:0304-3932
Container-title:Journal of Monetary Economics
language:en
Short-container-title:Journal of Monetary Economics

Author:

Haan Wouter J.den,Spear Scott A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. Asset returns with transactions costs and uninsured individual risk;Aiyagari;Journal of Monetary Economics,1991

2. Risk premiums in the term structure;Backus;Journal of Monetary Economics,1989

3. Nonmonetary aspects of the financial crisis in the propagation of the great depression;Bernanke;American Economic Review,1983

4. Agency costs, net worth, and business fluctuations;Bernanke;American Economic Review,1989

5. The federal funds rate and the channels of monetary transmission;Bernanke;American Economic Review,1992

Cited by 18 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. Interest Rates Term Structure Models Driven by Hawkes Processes;SIAM Journal on Financial Mathematics;2023-10-17

2. Term structure dynamics in a monetary economy with learning;The North American Journal of Economics and Finance;2019-04

3. Measuring the effects of fiscal policy;Journal of Economic Dynamics and Control;2014-10

4. Fiscal policy and external adjustment: New evidence;Journal of International Money and Finance;2014-02

5. Stock returns and monetary policy: Are there any ties?;Journal of Macroeconomics;2013-06

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP