| Title | Other author(s) | |
|---|---|---|
Pricing Deflation Risk with U.S. Treasury YieldsSan Francisco Fed Working Papers [View] (Paper: 2012-07, 30.05.2012) |
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The Response of Interest Rates to U.S. and U.K. Quantitative EasingSan Francisco Fed Working Papers [View] (Paper: 2012-06, 24.05.2012) |
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Extracting Deflation Probability Forecasts from Treasury YieldsSan Francisco Fed Working Papers [View] (Paper: 2011-10, 26.02.2011) |
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Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?San Francisco Fed Working Papers [View] (Paper: 2009-13, 09.06.2009) |
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Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond YieldsSan Francisco Fed Working Papers [View] (Paper: 2008-34, 18.12.2008) |
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An Arbitrage-Free Generalized Nelson-Siegel Term Structure ModelSan Francisco Fed Working Papers [View] (Paper: 2008-07, 04.06.2008) |
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The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure ModelsSan Francisco Fed Working Papers [View] (Paper: 2007-20, 13.09.2007) |
