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Stylized facts on nominal term structure and business cycles: an empirical VAR study
5 references·1 citing·26 second hop
Stylized facts on nominal term structure and business cycles: an empirical VAR study (2003)Stylized facts on nominal term structure …Macro Factors and the Affine Term Structure of Interest Rates (2006)Macro Factors and the Affine …Monetary Policy and the Slope Factor in Empirical Term Structure Estimations (2005)Monetary Policy and the Slope…Monetary policy and the term structure of nominal interest rates: Evidence and theory (1998)Monetary policy and the term …Explorations Into Factors Explaining Money Market Returns (1994)Explorations Into Factors Exp…Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…The economic determinants of the Brazilian nominal term structure of interest rates (2008)The economic determinants of …Editorial (1992)The Macroeconomy and the Yield Curve: A Nonstructural Analysis (2003)The Fed's Real Reaction Function Monetary Policy, Inflation, Unemployment, Inequality - and Presidential Politics (2007)Anima’ ri cho, anima’ ri plo: espíritu de la laguna, espíritu del mar. Acerca del día Imox entre los k’iche’ (2015)Staggered prices in a utility-maximizing framework (1983)A Theory of the Term Structure of Interest Rates (1985)Discretion versus policy rules in practice (1993)On the Effectiveness of the Federal Reserve’s New Liquidity Facilities (2008)Bond risk premiums and optimal monetary policy (2010)MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY (2010)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Idiosyncratic Variation of Treasury Bill Yields (1996)Modern Investment Management: An Equilibrium Approach (2003)Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach (2008)Macroeconomics and Reality (1980)Permanent and Temporary Components of Stock Prices (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Affine Term Structure Models (2010)Betting the house (2014)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)The Determinants of Credit Spread Changes (2001)Credit Spreads and Business Cycle Fluctuations (2012)
this work references cited by second hop

References

  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 1998Monetary policy and the term structure of nominal interest rates: Evidence and theory291 cited
  • 1994Explorations Into Factors Explaining Money Market Returns277 cited
  • 2006Macro Factors and the Affine Term Structure of Interest Rates117 cited
  • 2005Monetary Policy and the Slope Factor in Empirical Term Structure Estimations48 cited

Cited by

  • 2008The economic determinants of the Brazilian nominal term structure of interest rates14 cited

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