No-arbitrage macroeconomic determinants of the yield curve
DOI10.1016/J.JECONOM.2010.05.004zbMATH Open1431.62469OpenAlexW2035852845MaRDI QIDQ736697FDOQ736697
Authors: Ruslan Bikbov, Mikhail Chernov 
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.05.004
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Cites Work
Cited In (11)
- Risks and risk premia in the US Treasury market
- Yield curve in an estimated nonlinear macro model
- Macroeconomic environment, money demand and portfolio choice
- Macroeconomic models and the yield curve: an assessment of the fit
- The origins and effects of macroeconomic uncertainty
- The effects of monetary policy regime shifts on the term structure of interest rates
- LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS
- A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure
- Government debt, learning and the term structure
- Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy
- No Arbitrage Theory for Bond Markets
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