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Volumn 95, Issue 2, 2005, Pages 415-420

Modeling bond yields in finance and macroeconomics

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33747389804     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/000282805774670194     Document Type: Article
Times cited : (121)

References (9)
  • 1
    • 0037905686 scopus 로고    scopus 로고
    • A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
    • Ang, Andrew and Piazzesi, Monika. "A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables." Journal of Monetary Economics, 2003, 50(4), pp. 745-87.
    • (2003) Journal of Monetary Economics , vol.50 , Issue.4 , pp. 745-787
    • Ang, A.1    Piazzesi, M.2
  • 2
    • 33747382848 scopus 로고    scopus 로고
    • No-arbitrage taylor rules
    • University of Chicago
    • Ang, Andrew; Dong, Sen and Piazzesi, Monika. "No-Arbitrage Taylor Rules." Working paper, University of Chicago, 2004.
    • (2004) Working Paper
    • Ang, A.1    Dong, S.2    Piazzesi, M.3
  • 3
    • 33644664309 scopus 로고    scopus 로고
    • Forecasting the term structure of government bond yields
    • forthcoming
    • Diebold, Francis X. and Li, Calin. "Forecasting the Term Structure of Government Bond Yields." Journal of Econometrics, 2005 (forthcoming).
    • (2005) Journal of Econometrics
    • Diebold, F.X.1    Li, C.2
  • 4
    • 33747385827 scopus 로고    scopus 로고
    • Modeling term structures of global bond yields
    • University of Pennsylvania
    • Diebold, Francis X.; Li, Calin and Yue, Vivian. "Modeling Term Structures of Global Bond Yields." Working paper, University of Pennsylvania, 2005a.
    • (2005) Working Paper
    • Diebold, F.X.1    Li, C.2    Yue, V.3
  • 5
    • 33044487628 scopus 로고    scopus 로고
    • The macroeconomy and the yield curve: A dynamic latent factor approach
    • forthcoming
    • Diebold, Francis X.; Rudebusch, Glenn D. and Aruoba, S. Boragan. "The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach." Journal of Econometrics, 2005b (forthcoming).
    • (2005) Journal of Econometrics
    • Diebold, F.X.1    Rudebusch, G.D.2    Aruoba, S.B.3
  • 6
    • 0001491925 scopus 로고
    • Parsimonious modeling of yield curves
    • Nelson, Charles R. and Siegel, Andrew. "Parsimonious Modeling of Yield Curves." Journal of Business, 1987, 60(4), pp. 473-89.
    • (1987) Journal of Business , vol.60 , Issue.4 , pp. 473-489
    • Nelson, C.R.1    Siegel, A.2
  • 7
    • 17944380399 scopus 로고    scopus 로고
    • Bond yields and the federal reserve
    • Piazzesi, Monika. "Bond Yields and the Federal Reserve." Journal of Political Economy, 2005, 113(2), pp. 311-44.
    • (2005) Journal of Political Economy , vol.113 , Issue.2 , pp. 311-344
    • Piazzesi, M.1
  • 8
    • 14944362013 scopus 로고    scopus 로고
    • A macro-finance model of the term structure, monetary policy, and the economy
    • Federal Reserve Bank of San Francisco
    • Rudebusch, Glenn D. and Wu, Tao. "A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy." Working paper, Federal Reserve Bank of San Francisco, 2004a.
    • (2004) Working Paper
    • Rudebusch, G.D.1    Wu, T.2
  • 9
    • 27144477196 scopus 로고    scopus 로고
    • Accounting for a shift in term structure behavior with no-arbitrage and macro-finance models
    • Federal Reserve Bank of San Francisco
    • Rudebusch, Glenn D. and Wu, Tao. "Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models." Working paper, Federal Reserve Bank of San Francisco, 2004b.
    • (2004) Working Paper
    • Rudebusch, G.D.1    Wu, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.