Author:
Bauer Michael D.,Rudebusch Glenn D.
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Reference56 articles.
1. Pricing the term structure with linear regressions,;Adrian;Journal of Financial Economics,2013
2. The term structure of real rates and expected inflation,;Ang;Journal of Finance,2008
3. Monetary policy shifts and the term structure,;Ang;Review of Economic Studies,2011
4. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables,;Ang;Journal of Monetary Economics,2003
5. A long-run risks explanation of predictability puzzles in bond and currency markets,;Bansal;Review of Financial Studies,2013
Cited by
55 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