SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Yield Curve Dynamics and Spillovers in Central and Eastern European Countries
16 references·0 citing·43 second hop
Yield Curve Dynamics and Spillovers in Central and Eastern European Countries (2010)Yield Curve Dynamics and Spillovers in Ce…Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach (2008)Global yield curve dynamics a…Economic determinants of the nominal treasury yield curve (2007)Economic determinants of the …Macro Factors and the Term Structure of Interest Rates (2006)Macro Factors and the Term St…The macroeconomy and the yield curve: a dynamic latent factor approach (2005)The macroeconomy and the yiel…Modeling Bond Yields in Finance and Macroeconomics (2005)Modeling Bond Yields in Finan…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…Monetary policy and the term structure of nominal interest rates: Evidence and theory (1998)Monetary policy and the term …The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank (1997)The predictive power of the t…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…Forward and spot exchange rates (1984)Forward and spot exchange rat…Macroeconomics and Reality (1980)Macroeconomics and RealityTHE SECOND CRISIS OF ECONOMIC THEORY (1978)THE SECOND CRISIS OF ECONOMIC…Econometric policy evaluation: A critique (1976)Limited-dependent and qualitative variables in econometrics (1983)The federal funds rate and the channels of monetary transmission (1989)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Forecasting Output and Inflation: The Role of Asset Prices (2001)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Discretion versus policy rules in practice (1993)Sovereign default and debt renegotiation (2009)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Forecasting Inflation (2013)A consumption-based model of the term structure of interest rates☆ (2005)Bond Risk Premia (2005)Macro Factors in Bond Risk Premia (2009)The Econometrics of Financial Markets (2012)The Information in Long-Maturity Forward Rates (1987)The Term Structure as a Predictor of Real Economic Activity (1991)Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Real-Time Measurement of Business Conditions (2009)Basel Committee On Banking Supervision (2010)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Explaining the Rate Spread on Corporate Bonds (2001)The U.S. Treasury yield curve: 1961 to the present (2007)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)The Determinants of Credit Spread Changes (2001)Credit Spreads and Business Cycle Fluctuations (2012)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)Market Liquidity and Funding Liquidity (2008)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2005The macroeconomy and the yield curve: a dynamic latent factor approach967 cited
  • 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
  • 1978THE SECOND CRISIS OF ECONOMIC THEORY490 cited
  • 2006Macro Factors and the Term Structure of Interest Rates327 cited
  • 1998Monetary policy and the term structure of nominal interest rates: Evidence and theory291 cited
  • 2008Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach261 cited
  • 2005Modeling Bond Yields in Finance and Macroeconomics244 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2007Economic determinants of the nominal treasury yield curve179 cited
  • Cited by

    No citing works inside the corpus for this window.