SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    James D. Hamilton, Jing Cynthia Wu, Testable implications of affine term structure models, Journal of Econometrics, 2014, 178, 231

    CrossRef

  2. 2
    Scott Joslin, Anh Le, Kenneth J. Singleton, Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs, Journal of Financial Economics, 2013, 109, 3, 604

    CrossRef

  3. 3
    Marcello Pericoli, Marco Taboga, Bond risk premia, macroeconomic fundamentals and the exchange rate, International Review of Economics & Finance, 2012, 22, 1, 42

    CrossRef

  4. 4
    James D. Hamilton, Jing Cynthia Wu, Identification and estimation of Gaussian affine term structure models, Journal of Econometrics, 2012, 168, 2, 315

    CrossRef

  5. 5
    Carlo A. Favero, Linlin Niu, Luca Sala, Term Structure Forecasting: No-Arbitrage Restrictions versus Large Information Set, Journal of Forecasting, 2012, 31, 2
  6. 6
    Marco Taboga, Macro-finance VARs and bond risk premia: A caveat, Review of Financial Economics, 2009, 18, 4, 163

    CrossRef