1. A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. (2018). Meldrum, Andrew ; Andreasen, Martin M.
   In: Finance and Economics Discussion Series.
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2. Approximate pricing of swaptions in affine and quadratic models. (2017). Caldana, Ruggero ; Fusai, Gianluca ; Gambaro, Anna Maria.
   In: Quantitative Finance.
   RePEc:taf:quantf:v:17:y:2017:i:9:p:1325-1345.

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3. Likelihood inference in non-linear term structure models: the importance of the lower bound. (2013). Meldrum, Andrew ; Andreasen, Martin .
   In: Bank of England working papers.
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4. Do interest rate options contain information about excess returns?. (2011). Almeida, Caio ; Joslin, Scott ; Graveline, Jeremy J..
   In: Journal of Econometrics.
   RePEc:eee:econom:v:164:y:2011:i:1:p:35-44.

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5. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H..
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2008-30.

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6. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H.
   In: BIS Working Papers.
   RePEc:bis:biswps:248.

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1. The Economic Impact of Oil on Industry Portfolios. (2013). Casassus, Jaime ; Higuera, Freddy .
   In: Documentos de Trabajo.
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2. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:14701.

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3. Yield curve in an estimated nonlinear macro model. (2009). Doh, Taeyoung.
   In: Research Working Paper.
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4. A Simple Model of the Nominal Term Structure of Interest Rates. (2008). Wirjanto, Tony ; Choi, Yougsoo.
   In: Working Papers.
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5. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
   In: Economics Series Working Papers.
   RePEc:oxf:wpaper:389.

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6. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
   In: Economics Papers.
   RePEc:nuf:econwp:0804.

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7. On the Generalized Brownian Motion and its Applications in Finance. (2008). Høg, Esben ; Frederiksen, Per ; Hog, Esben ; Schiemert, Daniel .
   In: Finance Research Group Working Papers.
   RePEc:hhb:aarbfi:2008-07.

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8. Zero bound, option-implied PDFs, and term structure models. (2008). Kim, Don H..
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2008-31.

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9. Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing. (2008). Lebedinsky, Alex.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:eb-08f30012.

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10. Econometric Asset Pricing Modelling.. (2008). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
    In: Working papers.
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11. Extended-Gaussian Term Structure Models and Credit Risk Applications. (2007). Realdon, Marco.
    In: Discussion Papers.
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12. A Two Factor Black-Karasinski Credit Default Swap Pricing Model (forthcoming in the Icfai Journal of Derivatives Markets, Vol IV, No 4, October 2007; all copyrights rest with the Icfai University Pres. (2007). Realdon, Marco.
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13. Calibration and Pricing in a Multi-Factor Quadratic Gaussian Model. (2007). Assefa, Samson ; Bruti-Liberati, Nicola ; Platen, Eckhard ; Nikitopoulos-Sklibosios, Christina.
    In: Research Paper Series.
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14. The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
    In: PIER Working Paper Archive.
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15. The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
    In: NBER Working Papers.
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16. Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices. (2007). Gabaix, Xavier.
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17. Semi-analytical MBS Pricing. (2007). Rom-Poulsen, Niels .
    In: The Journal of Real Estate Finance and Economics.
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18. Complex Times: Asset Pricing and Conditional Moments under Non-affine Diffusions. (2007). Kimmel, Robert L..
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19. The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
    In: CEPR Discussion Papers.
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20. Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options. (2007). Kim, Don H.
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21. Switching VARMA Term Structure Models - Extended Version.. (2007). Pegoraro, Fulvio ; Monfort, Alain.
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22. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
    In: CREATES Research Papers.
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23. Equity Valuation Under Stochastic Interest Rates. (2006). Realdon, Marco.
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24. Quadratic Term Structure Models in Discrete Time. (2006). Realdon, Marco.
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25. The Fractional OU Process: Term Structure Theory and Application. (2006). Høg, Esben ; Hoeg, Esben.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:194.

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26. The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application. (2006). Frederiksen, Per H. ; Hog, Espen P..
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2006-01.

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27. Modelling Term-Structure Dynamics for Risk Management: A Practitioners Perspective. (2006). Bolder, David.
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28. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-27.

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29. ESTIMATING SINGLE FACTOR JUMP DIFFUSION INTEREST RATE MODELS. (2005). Sorwar, Ghulam.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:56.

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30. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. (2005). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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31. Taking Positive Interest Rates Seriously. (2004). Wu, Liuren ; Pan, Enlin.
    In: Finance.
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32. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Junker, Markus ; Szimayer, Alexander.
    In: Econometrics.
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33. General Quadratic Term Structures of Bond, Futures and Forward Prices. (2004). Gaspar, Raquel.
    In: SSE/EFI Working Paper Series in Economics and Finance.
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34. Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?. (2004). LI, HAITAO ; Jarrow, Robert ; Zhao, Feng.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:431.

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35. Nonlinearity in the Term Structure. (2004). Kim, Dong Heon.
    In: Econometric Society 2004 Far Eastern Meetings.
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36. Modeling Yield-Factor Volatility. (2004). Smith, Daniel ; Parignon, Christophe.
    In: Econometric Society 2004 Australasian Meetings.
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37. Pseudo-diffusions and Quadratic term structure models. (2004). Levendorskii, Sergei.
    In: Papers.
    RePEc:arx:papers:cond-mat/0212249.

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38. Credit Risk Modeling and the Term Structure of Credit Spreads. (2003). Chen, Li.
    In: Finance.
    RePEc:wpa:wuwpfi:0312009.

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39. Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates. (2003). Chen, Li.
    In: Finance.
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40. Parametric Estimation of Quadratic Term Structure Models of Interest Rates. (2003). Poor, Vincent H. ; Chen, LI.
    In: Computing in Economics and Finance 2003.
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41. Time-Consistent No-Arbitrage Models of the Term Structure. (2003). Yaron, Amir ; Brandt, Michael W..
    In: NBER Working Papers.
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42. How to Discount Cashflows with Time-Varying Expected Returns. (2003). LIU, JUN ; Ang, Andrew.
    In: NBER Working Papers.
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43. Evaluating an Alternative Risk Preference in Affine Term Structure Models. (2003). Duarte, Jefferson., .
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_49.

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44. Regime-shifts, risk premiums in the term structure, and the business cycle. (2003). Zhou, Hao ; Tauchen, George ; Bansal, Ravi.
    In: Finance and Economics Discussion Series.
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45. Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility. (2003). Scaillet, Olivier.
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46. Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus.
    In: Finance.
    RePEc:wpa:wuwpfi:0207015.

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47. Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus.
    In: Finance.
    RePEc:wpa:wuwpfi:0207014.

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48. Which Model for the Italian Interest Rates?. (2002). Renò, Roberto ; M. Gentile, R. Reno, ; Dosi, Giovanni ; Castaldi, Carolina.
    In: LEM Papers Series.
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49. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects. (2001). Piazzesi, Monika.
    In: NBER Working Papers.
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50. An Eigenfunction Approach for Volatility Modeling. (2001). Meddahi, Nour.
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