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A Model-Independent Maximum Range for the Liquidity Correction of TIPS Yields
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A Model-Independent Maximum Range for the Liquidity Correction of TIPS Yields (2011)A Model-Independent Maximum Range for the…Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity (2011)Return Predictability in the …Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle (2010)Why Does the Treasury Issue T…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Liquidity Risk and Expected Stock Returns (2003)The Limits of Arbitrage (1995)Asset pricing with liquidity risk (2005)Market Liquidity and Funding Liquidity (2008)Measuring inflation expectations ofthe Russian population with the help of machine learning (2017)
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  • 2011Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity38 cited
  • 2010Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle21 cited

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