Pages that link to "Item:Q1352231"
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The following pages link to The persistence in volatility of the US term premium 1970--1986 (Q1352231):
Displaying 9 items.
- The geometry of enhancement in multiple regression (Q658143) (← links)
- The term premium, time varying interest rate volatility and central bank policy reaction (Q1608822) (← links)
- Monetary policy and the term premium (Q1624021) (← links)
- Shifts in volatility driven by large stock market shocks (Q1657558) (← links)
- Are German money market rates well behaved? (Q1978477) (← links)
- Forecast Evaluation in the Presence of Unobserved Volatility (Q3157841) (← links)
- Excess Volatility: Beyond Discount Rates* (Q4647451) (← links)
- On regression-based tests for persistence in logarithmic volatility models (Q4935455) (← links)
- Mean-variance cointegration and the expectations hypothesis (Q5247279) (← links)