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Uncertainty and the Price of Risk in a Nominal Convergence Process
16 references·16 citing·34 second hopsampled
Uncertainty and the Price of Risk in a Nominal Convergence Process (2008)Uncertainty and the Price of Risk in a No…Back to square one: Identification issues in DSGE models (2009)Back to square one: Identific…The Term Structure of Real Rates and Expected Inflation (2007)The Term Structure of Real Ra…What does the yield curve tell us about GDP growth? (2005)What does the yield curve tel…Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…Forecasting the Term Structure of Government Bond Yields (2003)Forecasting the Term Structur…A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Term Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)Expectation puzzles, time-var…Specification Analysis of Affine Term Structure Models (2000)Specification Analysis of Aff…An Econometric Model of the Term Structure of Interest-Rate Swap Yields (1997)An Econometric Model of the T…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994 (1994)Estimating and Interpreting F…Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates (1993)Maximum Likelihood Estimation…Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Fiscal Policy, Structural Reforms and External Imbalances: A Quantitative Evaluation for Spain (2011)Fiscal Policy, Structural Ref…What Explains the Low Profitability of Chinese Banks? (2009)What Explains the Low Profita…Wage, Inflation and Employment Dynamics with Labour Market Matching (2009)Wage, Inflation and Employmen…Sovereign External Assets and the Resilience of Global Imbalances (2009)Sovereign External Assets and…Social Security Reform with Imperfect Substitution between Less and More Experienced Workers (2009)Social Security Reform with I…Retirement Behaviour and Retirement Incentives in Spain (2009)Retirement Behaviour and Reti…On the Informational Role of Term Structure in the U.S. Monetary Policy Rule (2009)On the Informational Role of …Dynamics of the Price Distribution in a General Model of State-Dependent Pricing (2009)Dynamics of the Price Distrib…Cash, Access to Credit, and Value Creation in M&As (2009)Cash, Access to Credit, and V…Banking Competition, Housing Prices and Macroeconomic Stability (2009)Banking Competition, Housing …Search Cost and Price Dispersion in Vertically Related Markets: The Case of Bank Loans and Deposits (2008)Search Cost and Price Dispers…Organizational Distance and Use of Collateral for Business Loans (2008)Organizational Distance and U…Measuring and Explaining the Volatility of Capital Flows towards Emerging Countries (2008)Measuring and Explaining the …Determinants of Domestic and Cross-Border Bank Acquisitions in the European Union (2008)Determinants of Domestic and …A Structural Model of Sovereign Debt Issuance: Assessing the Role of Financial Factors (2008)A Structural Model of Soverei…Multiple Safety Net Regulators and Agency Problems in the EU: Is Prompt Corrective Action Partly the Solution? 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References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 2000Specification Analysis of Affine Term Structure Models1,708 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 2005What does the yield curve tell us about GDP growth?815 cited
  • 1997An Econometric Model of the Term Structure of Interest-Rate Swap Yields793 cited
  • 2002Expectation puzzles, time-varying risk premia, and affine models of the term structure754 cited
  • 1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994588 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 1993Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates552 cited

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  • 2007The Term Structure of Real Rates and Expected Inflation538 cited
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    • 2009What Explains the Low Profitability of Chinese Banks?75 cited
    • 2009Banking Competition, Housing Prices and Macroeconomic Stability72 cited
    • 2008Determinants of Domestic and Cross-Border Bank Acquisitions in the European Union69 cited
    • 2011Fiscal Policy, Structural Reforms and External Imbalances: A Quantitative Evaluation for Spain61 cited
    • 2008A Structural Model of Sovereign Debt Issuance: Assessing the Role of Financial Factors59 cited
    • 2007Multiple Safety Net Regulators and Agency Problems in the EU: Is Prompt Corrective Action Partly the Solution?57 cited
    • 2008Measuring and Explaining the Volatility of Capital Flows towards Emerging Countries53 cited
    • 2009Wage, Inflation and Employment Dynamics with Labour Market Matching47 cited
    • 2008Search Cost and Price Dispersion in Vertically Related Markets: The Case of Bank Loans and Deposits45 cited
    • 2009On the Informational Role of Term Structure in the U.S. Monetary Policy Rule44 cited
    • 2009Sovereign External Assets and the Resilience of Global Imbalances43 cited
    • 2009Dynamics of the Price Distribution in a General Model of State-Dependent Pricing39 cited
    • 2009Cash, Access to Credit, and Value Creation in M&As38 cited
    • 2008Organizational Distance and Use of Collateral for Business Loans36 cited
    • 2009Social Security Reform with Imperfect Substitution between Less and More Experienced Workers33 cited
    • 2009Retirement Behaviour and Retirement Incentives in Spain33 cited