Adam Golinski

University of York

Lecturer in Finance

Heslington

York, YO1 5DD

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

326

CITATIONS

0

Scholarly Papers (5)

1.

Long Memory Affine Term Structure Models

Journal of Econometrics, Vol. 191, No. 1, 2016
Number of pages: 61 Posted: 21 Mar 2011 Last Revised: 27 Aug 2017
Adam Golinski and Paolo Zaffaroni
University of York and Imperial College Business School
Downloads 156 (140,569)

Abstract:

Term structure, long memory, no arbitrage, state space

2.

Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices

Number of pages: 34 Posted: 15 Sep 2014 Last Revised: 20 Jan 2015
Adam Golinski, Joao Madeira and Dooruj Rambaccussing
University of York, University of York - Department of Economics and Related Studies and University of Dundee
Downloads 37 (322,540)

Abstract:

price-dividend ratio, persistence, fractional integration, return predictability, present-value

3.

The Advantages of Using Excess Returns to Model the Term Structure

Journal of Financial Economics (JFE), Vol. 125, No. 1, 2017
Number of pages: 56 Posted: 07 Nov 2012 Last Revised: 27 Aug 2017
Adam Golinski and Peter Spencer
University of York and University of York
Downloads 19 (261,289)

Abstract:

term structure, excess return framework, long memory

4.

Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem

Number of pages: 45 Posted: 30 Aug 2017
Adam Golinski and Peter Spencer
University of York and University of York
Downloads 0 (501,380)

Abstract:

term structure, linear regression estimators, self-consistent model, estimation methods, two-country model

5.

Monetary Policy at the Zero Lower Bound: Information in the Federal Reserve's Balance Sheet

Number of pages: 46 Posted: 29 Aug 2017
Adam Golinski
University of York
Downloads 0 (529,460)

Abstract:

Quantitative Easing, Zero Lower Bound, Unconventional Monetary Policy, Treasury Yields, Safety Channel