Issue Date | Title | Author(s) |
16-Apr-1996 | Affine Models of Currency Pricing | David, Backus; Foresi, Silverio; Telmer, Chris |
16-Apr-1996 | Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing | David, Backus; Foresi, Silverio; Zin, Stanley |
25-Oct-1994 | Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing | Backus, David K.; Foresi, Silverio; Zin, Stanley E. |
Jan-1995 | Asset Price Dynamics and Infrequent Trades | Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio |
Jan-1995 | The Central Tendency: A Second Factor in Bond Yields | Balduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio |
Nov-1995 | The Central Tendency: A Second Factor in Bond Yields | Balduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio |
Aug-1996 | The Central Tendency: A Second Factor in Bond Yields | Balduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio |
Nov-1994 | The Conditional Distribution of Excess Returns: An Empirical Analysis | Foresi, Silverio; Peracchi, Franco |
1-Jul-1994 | The Forward Premium Anomaly: Three Examples in Search of a Solution | Backus, David K.; Foresi, Silverio; Telmer, Chris I. |
Dec-1994 | Interest Rate Targeting and the Dynamics of Short-Term Rates | Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio |
19-Jan-1997 | Macroeconomic Foundations of Higher Moments in Bond Yields | David, Backus; Foresi, Silverio; Wu, Liuren |
Jun-1994 | Money, Transactions, and Portfolio Choice | Balduzzi, Pierluigi; Foresi, Silverio |
18-Nov-1996 | "Price Barriers" and the Dynamics of Asset Prices in Equilibrium | Balduzzi, Pierluigi; Foresi, Silverio; Hait, David J. |
Aug-1994 | The Simple Analytics of Assets' Values and Infrequent Policy Changes | Balduzzi, Pierluigi; Corsetti, Giancarlo; Foresi, Silverio |