Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.490542 ◽

2004 ◽

Author(s):

Carlo A. Favero ◽

Andrea Carriero ◽

Iryna Kaminska

Keyword(s):

Interest Rates ◽

Term Structure ◽

Financial Factors ◽

Macroeconomic Information

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Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates

Journal of Econometrics ◽

10.1016/j.jeconom.2005.01.019 ◽

2006 ◽

Vol 131 (1-2) ◽

pp. 339-358 ◽

Cited By ~ 25

Author(s):

Andrea Carriero ◽

Carlo A. Favero ◽

Iryna Kaminska

Keyword(s):

Interest Rates ◽

Term Structure ◽

Financial Factors ◽

Macroeconomic Information

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Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information

SSRN Electronic Journal ◽

10.2139/ssrn.967914 ◽

2007 ◽

Cited By ~ 9

Author(s):

Michiel De Pooter ◽

Francesco Ravazzolo ◽

Dick J. C. van Dijk

Keyword(s):

Interest Rates ◽

Term Structure ◽

Parameter Uncertainty ◽

Model Uncertainty ◽

Macroeconomic Information ◽

Uncertainty Model

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Wartime finance and the term structure of interest rates

10.31274/rtd-180813-409 ◽

1969 ◽

Author(s):

Julian Howard Taylor

Keyword(s):

Interest Rates ◽

Term Structure

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Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Cited By ~ 1

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

SSRN Electronic Journal ◽

10.2139/ssrn.1787966 ◽

2011 ◽

Author(s):

Carles Vergara-Alert

Keyword(s):

Interest Rates ◽

Term Structure ◽

Short Term

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Demand and Supply Factors in the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.2273735 ◽

2013 ◽

Author(s):

Chen Guo

Keyword(s):

Interest Rates ◽

Term Structure ◽

Demand And Supply

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The Expectations Theory of the Term Structure of Interest Rates and Monetary Policy

SSRN Electronic Journal ◽

10.2139/ssrn.234128 ◽

2000 ◽

Author(s):

Maria Isabel Martínez Serna ◽

Eliseo Navarro Arribas

Keyword(s):

Monetary Policy ◽

Interest Rates ◽

Term Structure

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The Term Structure of Interest Rates and Macro Economy: Evidence from the Pre- and Post- Crisis Periods

SSRN Electronic Journal ◽

10.2139/ssrn.2614441 ◽

2015 ◽

Cited By ~ 1

Author(s):

Evangelos N. Salachas ◽

Nikiforos T. Laopodis ◽

Georgios P. Kouretas

Keyword(s):

Interest Rates ◽

Term Structure

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Algorithms behind Term Structure Models of Interest Rates II: The Hull-White Trinomial Tree of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.292223 ◽

2001 ◽

Author(s):

Markus Leippold ◽

Zvi Wiener

Keyword(s):

Interest Rates ◽

Term Structure ◽

Term Structure Models ◽

Trinomial Tree

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