| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Latent Time Series Model of the Cyclical Behavior of Interest Rates |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
141 |
| A New Perspective on Gaussian Dynamic Term Structure Models |
0 |
0 |
13 |
143 |
1 |
2 |
30 |
458 |
| A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty |
1 |
1 |
6 |
576 |
2 |
4 |
12 |
1,775 |
| Adjustment Costs and Capital Asset Pricing: Discussion |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
| An Econometric Model of the Term Structure of Interest-Rate Swap Yields |
0 |
1 |
7 |
783 |
0 |
1 |
12 |
1,620 |
| An Empirical Analysis of the Pricing of Mortgage-Backed Securities |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
130 |
| An Equilibrium Term Structure Model with Recursive Preferences |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
96 |
| Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads |
0 |
2 |
3 |
271 |
3 |
9 |
22 |
842 |
| Discrete-Time Affine-super-ℚ Term Structure Models with Generalized Market Prices of Risk |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
139 |
| EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS |
0 |
0 |
5 |
84 |
1 |
4 |
13 |
212 |
| Econometric issues in the analysis of equilibrium business cycle models |
0 |
0 |
0 |
125 |
1 |
1 |
5 |
251 |
| Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
390 |
| Estimation and Evaluation of Conditional Asset Pricing Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
231 |
| Estimation of affine asset pricing models using the empirical characteristic function |
0 |
0 |
5 |
302 |
0 |
1 |
12 |
647 |
| Expectation puzzles, time-varying risk premia, and affine models of the term structure |
0 |
0 |
1 |
360 |
0 |
0 |
5 |
745 |
| Expectations Models of the Term Structure and Implied Variance Bounds |
0 |
0 |
1 |
66 |
0 |
1 |
4 |
213 |
| Extracting measures of ex ante real interest rates from ex post rates: A comment |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
74 |
| Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models |
2 |
3 |
14 |
1,463 |
3 |
12 |
30 |
3,444 |
| How Sovereign Is Sovereign Credit Risk? |
3 |
7 |
12 |
444 |
4 |
12 |
43 |
1,450 |
| Interpreting Changes in the Volatility of Yields on Japnanese Long-term Bonds |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
15 |
| Interpreting Recent Changes in the Credit Spreads of Japanese Banks |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
216 |
| Investor Flows and the 2008 Boom/Bust in Oil Prices |
1 |
3 |
7 |
71 |
1 |
3 |
12 |
180 |
| JFEC Invited Paper: Gaussian Macro-Finance Term Structure Models with Lags |
0 |
0 |
1 |
17 |
0 |
0 |
4 |
70 |
| Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis |
0 |
0 |
0 |
160 |
0 |
0 |
2 |
353 |
| Maturity-Specific Disturbances and the Term Structure of Interest Rates |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
35 |
| Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series |
0 |
0 |
3 |
368 |
0 |
1 |
4 |
1,154 |
| Modeling Sovereign Yield Spreads: A Case Study of Russian Debt |
0 |
0 |
4 |
252 |
0 |
0 |
8 |
699 |
| Modeling Term Structures of Defaultable Bonds |
0 |
0 |
0 |
3 |
1 |
6 |
45 |
2,272 |
| Modeling the term structure of interest rates under non-separable utility and durability of goods |
0 |
0 |
2 |
131 |
0 |
0 |
5 |
275 |
| Multinational Inflation under Fixed Exchange Rates: Some Empirical Evidence from Latent Variable Models |
0 |
0 |
0 |
91 |
1 |
1 |
1 |
234 |
| On Unit Roots and the Empirical Modeling of Exchange Rates |
0 |
0 |
0 |
212 |
1 |
2 |
4 |
537 |
| PRICING COUPON‐BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS |
1 |
6 |
10 |
33 |
1 |
9 |
19 |
90 |
| Rational Expectations and the Volatility of Floating Exchange Rates |
0 |
0 |
0 |
71 |
0 |
1 |
1 |
156 |
| Real and nominal factors in the cyclical behavior of interest rates, output, and money |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
42 |
| Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields |
0 |
0 |
6 |
55 |
0 |
1 |
13 |
204 |
| Report of the Editor of The Journal of Finance for the Year 2012 |
0 |
1 |
1 |
12 |
0 |
1 |
5 |
66 |
| Report of the Editor of the Journal of Finance for the Year 2013 |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
46 |
| Report of the Editor of the Journal of Finance for the Year 2014 |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
37 |
| Report of the Editor of the Journal of Finance for the Year 2015 |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
36 |
| Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks |
0 |
0 |
9 |
63 |
2 |
3 |
24 |
346 |
| Simulated Moments Estimation of Markov Models of Asset Prices |
0 |
0 |
2 |
650 |
1 |
4 |
9 |
1,698 |
| Specification Analysis of Affine Term Structure Models |
1 |
3 |
11 |
173 |
3 |
6 |
34 |
623 |
| Speculation and the volatility of foreign currency exchange rates |
0 |
0 |
0 |
75 |
0 |
1 |
5 |
202 |
| Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns |
0 |
3 |
13 |
1,481 |
1 |
9 |
46 |
2,872 |
| Term Structure Dynamics in Theory and Reality |
0 |
1 |
12 |
358 |
0 |
1 |
18 |
978 |
| Term structure models and the zero bound: An empirical investigation of Japanese yields |
0 |
1 |
6 |
125 |
0 |
1 |
11 |
343 |
| Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models |
0 |
0 |
0 |
43 |
0 |
1 |
2 |
129 |
| Transform Analysis and Asset Pricing for Affine Jump-Diffusions |
0 |
0 |
0 |
3 |
0 |
3 |
18 |
1,547 |
| Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs |
0 |
0 |
4 |
118 |
0 |
0 |
15 |
331 |
| Yield Curve Risk in Japanese Government Bond Markets |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
223 |
| Total Journal Articles |
9 |
32 |
159 |
9,455 |
27 |
107 |
513 |
28,892 |
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