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1. A macro-finance term structure model with multivariate stochastic volatility. (2016). Laurini, Márcio ; Caldeira, Joo F.
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2. Identification of Affine Term Structure Models with Observed Factors: Economic Shocks on Brazilian Yield Curves. (2015). Matsumura, Marco S. ; Ajax R. B. Moreira, .
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3. Impact of Macro Shocks on Sovereign Default Probabilities. (2015). Matsumura, Marco S..
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4. Macro Factors and the Brazilian Yield Curve with no Arbitrage Models. (2015). Matsumura, Marcos S. ; Ajax R. B. Moreira, .
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5. Can Macroeconomic Variables Account for the Term Structure of Sovereign Spreads? Studying the Brazilian Case. (2015). Matsumura, Marco ; Ajax R. B. Moreira, .
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6. Why do term structures in different currencies co-move?. (2015). Lundblad, Christian ; Jotikasthira, Chotibhak ; Le, An H.
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7. Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks. (2013). Smith, Peter ; Mendoza-Velázquez, Alfonso ; Velzquez, Alfonso Mendoza .
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8. On the informational role of term structure in the US monetary policy rule. (2013). Vázquez, Jesús ; Maria-Dolores, Ramon ; Londoo, Juan-Miguel ; Vazquez, Jesus.
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9. A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve. (2013). Kaminska, Iryna.
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10. Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks. (2013). Smith, Peter ; Mendoza-Velázquez, Alfonso ; Velazquez, Alfonso Mendoza.
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11. An affine multifactor model with macro factors for the German term structure: Changing results during the recent crises. (2012). Stapf, Jelena ; Halberstadt, Arne.
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12. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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13. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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14. Some Comments on a Macro-Finance Model with Stochastic Volatility. (2012). Laurini, Márcio ; Caldeira, Joo Frois.
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15. Joint dynamics of Brazilian interest rate yields and macro variables under a no-arbitrage restriction. (2012). de Melo, Eduardo F. L., ; Barbedo, Claudio H. S., .
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16. No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates. (2011). Hassan, Shakill ; Aling, Peter .
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17. The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy. (2010). Raes, Louis ; Mahieu, Ronald ; Eijffinger, Sylvester ; Raes, L. B. D., ; Eijffinger, S. C. W., .
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18. The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy. (2010). Raes, Louis ; Mahieu, Ronald ; Eijffinger, Sylvester ; Raes, L. B. D., ; Eijffinger, S. C. W., .
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19. The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy. (2010). Raes, Louis ; Mahieu, Ronald ; Eijffinger, Sylvester ; Raes, L. B. D., ; Eijffinger, S. C. W., .
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21. On the informational role of term structure in the US monetary policy rule. (2009). Vázquez, Jesús ; Londono, Juan M. ; Maria-Dolores, Ramon ; Londoo, Juan M..
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23. Challenges in macro-finance modeling. (2009). Kim, Don H..
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24. The term structure of policy rules. (2009). Taylor, John ; Smith, Josephine M..
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25. Affine General Equilibrium Models. (2008). Eraker, Bjorn.
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26. Challenges in macro-finance modeling. (2008). Kim, Don.
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27. Term structure transmission of monetary policy. (2008). Kozicki, Sharon.
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28. An affine macro-finance term structure model for the euro area. (2008). Lemke, Wolfgang.
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29. Further evidence on the impact of economic news on interest rates. (2007). Ielpo, Florian ; GUEGAN, Dominique.
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30. The Explanatory Power of Monetary Policy Rules. (2007). Taylor, John.
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31. The Long and the Short End of the Term Structure of Policy Rules. (2007). Taylor, John ; Smith, Josephine.
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33. Further evidence on the impact of economic news on interest rates. (2007). Guegan, Dominique.
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34. Inflation risk and optimal monetary policy. (2007). Pakko, Michael ; Keen, Benjamin ; Gavin, William.
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35. What does the yield curve tell us about the Federal Reserves implicit inflation target?. (2007). Doh, Taeyoung.
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36. On forecasting the term structure of credit spreads. (2007). Thomson, James ; Ritchken, Peter H. ; C. N. V. Krishnan, .
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37. Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy. (2007). Balduzzi, Pierluigi.
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38. Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set. (2007). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
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39. A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal Interest Rates. (2007). Suzuki, Takashi ; Oda, Nobuyuki.
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40. An affine macro-factor model of the UK yield curve. (2007). Lildholdt, Peter ; Panigirtzoglou, Nikolaos ; Peacock, Chris .
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41. Term Structure Transmission of Monetary Policy. (2007). Kozicki, Sharon.
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42. IMPACT OF MACRO SHOCKS ON SOVEREIGN DEFAULT PROBABILITIES. (2007). Matsumura, Marco S..
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43. The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules. (2006). Vázquez, Jesús.
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44. Macro Factors and the Brazilian Yield Curve With no Arbitrage Models. (2006). Moreira, Ajax ; Matsumura, Marcos S. ; Ajax R. B. Moreira, .
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45. Monetary Policy Inertia: Fact or Fiction?. (2006). Rudebusch, Glenn.
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46. State-Dependent Stock Market Reactions to Monetary Policy. (2006). Davig, Troy ; Gerlach, Jeffrey R..
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47. The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach. (2006). Perez, Jesus Vazquez .
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48. The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach. (2006). Perez, Jesus Vazquez .
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49. Can Macroeconomic Variables Account for the Term Structure of Sovereign Spreads? Studying the Brazilian Case. (2005). Moreira, Ajax ; Matsumara, Marco ; Ajax R. B. Moreira, .
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50. Term structure transmission of monetary policy. (2005). Kozicki, Sharon.
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