Jonathan Wright - Central Bank Research Hub

Papers by year: All | 2009 | 2007

Title Other author(s)

Confidence Intervals for Long-Horizon Predictive Regressions via Reverse Regressions

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-27, 20.06.2009)

JEL: C12, G12, G17

Bond Risk Premia and Realized Jump Volatility

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-22, 01.06.2007)

JEL: C22, E43, G12, G14

Papers by year: All | 2009 | 2007