Search Results

There are 83067 results for: content related to: Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models

  1. MACRO-FINANCE MODELS OF INTEREST RATES AND THE ECONOMY

    The Manchester School

    Volume 78, Issue s1, September 2010, Pages: 25–52, GLENN D. RUDEBUSCH

    Article first published online : 3 AUG 2010, DOI: 10.1111/j.1467-9957.2010.02198.x

  2. You have free access to this content
    A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy

    The Economic Journal

    Volume 118, Issue 530, July 2008, Pages: 906–926, Glenn D. Rudebusch and Tao Wu

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1468-0297.2008.02155.x

  3. You have free access to this content
    Stochastic Volatility in a Macro-Finance Model of the U.S. Term Structure of Interest Rates 1961–2004

    Journal of Money, Credit and Banking

    Volume 40, Issue 6, September 2008, Pages: 1177–1215, PETER D. SPENCER

    Article first published online : 12 AUG 2008, DOI: 10.1111/j.1538-4616.2008.00153.x

  4. New Keynesian Macroeconomics and the Term Structure

    Journal of Money, Credit and Banking

    Volume 42, Issue 1, February 2010, Pages: 33–62, GEERT BEKAERT, SEONGHOON CHO and ANTONIO MORENO

    Article first published online : 28 DEC 2009, DOI: 10.1111/j.1538-4616.2009.00277.x

  5. A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 5, October 2013, Pages: 680–704, Iryna Kaminska

    Article first published online : 6 NOV 2012, DOI: 10.1111/obes.12001

  6. An Unobserved Components Model of the Yield Curve

    Journal of Money, Credit and Banking

    Volume 42, Issue 8, December 2010, Pages: 1613–1640, RICHARD STARTZ and KWOK PING TSANG

    Article first published online : 25 NOV 2010, DOI: 10.1111/j.1538-4616.2010.00356.x

  7. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x

  8. New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 283–305, KENNETH A. FROOT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05058.x

  9. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 269–305, Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00104

  10. You have free access to this content
    Index

    The Art of Islamic Banking and Finance: Tools and Techniques for Community-Based Banking

    Yahia Abdul-Rahman, Pages: 382–396, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118258217.index

  11. The New Community College Business and Finance Model

    New Directions for Community Colleges

    Volume 2013, Issue 162, Summer 2013, Pages: 93–104, Gunder Myran

    Article first published online : 12 SEP 2013, DOI: 10.1002/cc.20063

  12. RF Banking Model for the 21st Century: Developing the Shari'aa-Based Finance Model

    The Art of Islamic Banking and Finance: Tools and Techniques for Community-Based Banking

    Yahia Abdul-Rahman, Pages: 226–279, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118258217.ch10

  13. What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target?

    Journal of Money, Credit and Banking

    Volume 44, Issue 2-3, March-April 2012, Pages: 469–486, TAEYOUNG DOH

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1538-4616.2011.00496.x

  14. Simple Banking: Profitability and the Yield Curve

    Journal of Money, Credit and Banking

    Volume 47, Issue 1, February 2015, Pages: 143–175, PIERGIORGIO ALESSANDRI and BENJAMIN D. NELSON

    Article first published online : 23 JAN 2015, DOI: 10.1111/jmcb.12172

  15. Equilibrium Indeterminacy and Asset Price Fluctuation in Japan: A Bayesian Investigation

    Journal of Money, Credit and Banking

    Volume 40, Issue 5, August 2008, Pages: 967–999, YASUO HIROSE

    Article first published online : 19 JUL 2008, DOI: 10.1111/j.1538-4616.2008.00143.x

  16. Changes in the Federal Reserve's Inflation Target: Causes and Consequences

    Journal of Money, Credit and Banking

    Volume 39, Issue 8, December 2007, Pages: 1851–1882, PETER N. IRELAND

    Article first published online : 20 NOV 2007, DOI: 10.1111/j.1538-4616.2007.00091.x

  17. THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY

    Journal of Economic Surveys

    Volume 2, Issue 4, December 1988, Pages: 335–366, Angelo Melino

    Article first published online : 27 OCT 2006, DOI: 10.1111/j.1467-6419.1988.tb00051.x

  18. INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH

    Journal of Applied Econometrics

    Volume 29, Issue 1, January/February 2014, Pages: 42–64, Hans Dewachter, Leonardo Iania and Marco Lyrio

    Article first published online : 16 OCT 2012, DOI: 10.1002/jae.2305

  19. Does Monetary Policy Have Asymmetric Effects on Stock Returns?

    Journal of Money, Credit and Banking

    Volume 39, Issue 2-3, March–April 2007, Pages: 667–688, SHIU-SHENG CHEN

    Article first published online : 18 APR 2007, DOI: 10.1111/j.0022-2879.2007.00040.x

  20. How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics

    The Manchester School

    Volume 83, Issue S2, September 2015, Pages: 60–82, Michael Wickens

    Article first published online : 24 AUG 2015, DOI: 10.1111/manc.12114