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Bond Pricing and the Macroeconomy · Study

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ChapterBond Pricing and the Macroeconomy

Gregory R. Duffee2013

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Chaptergreen2013

Bond Pricing and the Macroeconomy

Gregory R. Duffee

63 citations·0/0 files stored·Handbook of the economics of finance

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Stochastic processes and financial applications

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References

1993Discretion versus policy rules in practice 1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1989The federal funds rate and the channels of monetary transmission 1996A YIELD‐FACTOR MODEL OF INTEREST RATES

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2017Staying at zero with affine processes: An application to term structure modelling 2013Forecasting interest rates with shifting endpoints 2010Determinants of Bond Risk Premia 2015The Term Structure of Returns: Facts and Theory 2021An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks

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Year2013

Typechapter

Published2013-01-01

VenueHandbook of the economics of finance

ISSN-L1574-0102

Languageen

Citations63

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/b978-0-44-459406-8.00013-5

openalex_workW1527719432

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