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El efecto del corto sobre la estructura de tasas de interés
7 references·2 citing·33 second hop
El efecto del corto sobre la estructura de tasas de interés (2000)El efecto del corto sobre la estructura d…10 Mexico’s Monetary Policy Framework Under a Floating Exchange Rate Regime (1999)10 Mexico’s Monetary Policy F…What Moves the Bond Market (1997)What Moves the Bond MarketEmpirical assessment of monetary policy instruments and procedures (MPIP) in EU countries (1996)Empirical assessment of monet…The combination of forecasts using changing weights (1994)The combination of forecasts …Understanding Risk and Return (1993)Understanding Risk and ReturnOn the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…LA POLÍTICA DE TASA DE INTERÉS INTERBANCARIA Y LA INFLACIÓN EN MÉXICO (2013)LA POLÍTICA DE TASA DE INTERÉ…Restricciones de liquidez, canal de crédito y consumo en México (2003)Restricciones de liquidez, ca…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Combination of Forecasts (1969)Forecasting Economic Time Series (1979)Improved methods of combining forecasts (1984)Chapter 8 Forecasting economic variables with nonlinear models (2006)Combination forecasts of International tourism demand (2010)Predicting Tourist Demand Using Big Data (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Macroeconomics and Reality (1980)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)… and the Cross-Section of Expected Returns (2015)Fear of Floating (2000)Open-Economy Inflation Targeting (2000)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Target Zones and Exchange Rate Dynamics (1991)Nobel Lecture: Monetary Neutrality (1996)Testing the adequacy of smooth transition autoregressive models (1996)An evaluation of monetary regime options for Latin America (2002)Monetary Policy Strategies For Emerging Market Countries: Lessons From Latin America (2002)REGIONAL ECONOMIC OUTLOOK (2011)The Microstructure of the Euro Money Market (2001)The Cross‐Section of Volatility and Expected Returns (2006)Information shares in the US Treasury market (2007)The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns (2010)Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (2020)
this work references cited by second hop

References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1993Understanding Risk and Return1,797 cited
  • 1997What Moves the Bond Market149 cited
  • 1994The combination of forecasts using changing weights145 cited
  • 199910 Mexico’s Monetary Policy Framework Under a Floating Exchange Rate Regime71 cited
  • 1996Empirical assessment of monetary policy instruments and procedures (MPIP) in EU countries22 cited

Cited by

  • 2013LA POLÍTICA DE TASA DE INTERÉS INTERBANCARIA Y LA INFLACIÓN EN MÉXICO14 cited
  • 2003Restricciones de liquidez, canal de crédito y consumo en México13 cited

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