York, YO1 5DD
University of York
in Total Papers Citations
Asset pricing, Risk premium, Macroeconomic volatility, Stochastic discount factor model, Multivariate EGARCH-M model
term structure, Meiselman regression, forward rate revision, Wold representation, long memory
Heteroscedasticity, Optimal Control, Macroeconomic Volatility, Optimal Monetery Policy.
return-forecasting regressions, dynamic term structure models
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