| Title | Other author(s) | |
|---|---|---|
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging ApproachBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-77, 14.11.2012) |
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Evaluating Real-Time VAR Forecasts with an Informative Democratic PriorPhiladelphia Fed Working Papers [View] (Paper: 10-19:, 20.05.2010) |
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The High-Frequency Impact of News on Long-Term Yields and Forward Rates: Is It Real?Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2008-39, 23.08.2008) |
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Term Premiums and Inflation Uncertainty: Empirical Evidence from an International Panel DatasetBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2008-25, 30.05.2008) |
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The TIPS Yield Curve and Inflation CompensationBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2008-05, 02.04.2008) |
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Cracking the ConundrumBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-46, 11.10.2007) |
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Trading Activity and Exchange Rates in High-Frequency EBS DataBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0903, 01.10.2007) |
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Predicting Sharp Depreciations in Industrial Country Exchange RatesBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0881, 04.03.2007) |
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Rounding and the Impact of News: A Simple Test of Market RationalityBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-05, 01.03.2007) |
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The U.S. Treasury Yield Curve: 1961 to the PresentBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2006-28, 01.07.2006) |
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The Yield Curve and Predicting RecessionsBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2006-07, 01.04.2006) |
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Forecasting Professional ForecastersBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2006-10, 01.04.2006) |
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An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward RatesBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-33, 06.09.2005) JEL: E43 |
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Order Flow and Exchange Rate Dynamics in Electronic Brokerage System DataBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0830, 01.05.2005) |
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The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange MarketBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0823, 01.12.2004) |
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The Information Content of Forward and Futures Prices: Market Expectations and the Price of RiskBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0808, 01.07.2004) |
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The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic AnnouncementsBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0784, 01.11.2003) |
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Bayesian Model Averaging and Exchange Rate ForecastsBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0779, 01.10.2003) |
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Forecasting U.S. Inflation by Bayesian Model AveragingBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0780, 01.10.2003) |
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Uncovered Interest Parity: It Works, But Not For LongBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0752, 01.01.2003) |
