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, excess return framework, long memory
return-forecasting regressions, dynamic term structure models
Heteroscedasticity, Optimal Control, Macroeconomic Volatility, Optimal Monetery Policy.
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2623007.
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This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: obes698.
term structure, linear regression estimators, self-consistent model, estimation methods, two-country model
Macro-finance, affine term structure model, spillover effects, global shocks
G12, F41, F34, E43
Asset pricing, Banking efficiency, Banking regulation, Bank solvency
Corporate bond pricing, First passage time, Mills Ratio inequalities, Comparative statics.
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