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US and Chinese yield curve responses to RMB exchange rate policy shocks
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US and Chinese yield curve responses to RMB exchange rate policy shocks (2019)US and Chinese yield curve responses to R…Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis (2015)Spillover effects between exc…The Response of Interest Rates to US and UK Quantitative Easing (2012)The Response of Interest Rate…Macroeconomics and the Term Structure (2012)Macroeconomics and the Term S…Identification and estimation of Gaussian affine term structure models (2012)Identification and estimation…The affine arbitrage-free class of Nelson–Siegel term structure models (2011)The affine arbitrage-free cla…The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…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…Term Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…Specification Analysis of Affine Term Structure Models (2000)Specification Analysis of Aff…A Note on the Nelson-Siegel Family (1999)A Note on the Nelson-Siegel F…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…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…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…The Pricing of Options and Corporate Liabilities (1973)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)An Intertemporal Capital Asset Pricing Model (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)The Information in Long-Maturity Forward Rates (1987)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)Intermediary asset pricing: New evidence from many asset classes (2017)Common risk factors in the returns on stocks and bonds (1993)Bond Risk Premia (2005)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)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)Optimum consumption and portfolio rules in a continuous-time model (1971)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)Stochastic Differential Equations and Diffusion Processes (1983)Basel Committee On Banking Supervision (2010)Comparing Predictive Accuracy (1994)Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields (2010)Bond Liquidity Premia (2011)Correcting Estimation Bias in Dynamic Term Structure Models (2012)Explaining the Rate Spread on Corporate Bonds (2001)A consumption-based model of the term structure of interest rates☆ (2005)Macro Factors in Bond Risk Premia (2009)
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  • 2015

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Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis
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