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Browsing by Author Foresi, Silverio

Showing results 1 to 14 of 14
Issue DateTitleAuthor(s)
16-Apr-1996Affine Models of Currency PricingDavid, Backus; Foresi, Silverio; Telmer, Chris
16-Apr-1996Arbitrage Opportunities in Arbitrage-Free Models of Bond PricingDavid, Backus; Foresi, Silverio; Zin, Stanley
25-Oct-1994Arbitrage Opportunities in Arbitrage-Free Models of Bond PricingBackus, David K.; Foresi, Silverio; Zin, Stanley E.
Jan-1995Asset Price Dynamics and Infrequent TradesBalduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio
Jan-1995The Central Tendency: A Second Factor in Bond YieldsBalduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio
Nov-1995The Central Tendency: A Second Factor in Bond YieldsBalduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio
Aug-1996The Central Tendency: A Second Factor in Bond YieldsBalduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio
Nov-1994The Conditional Distribution of Excess Returns: An Empirical AnalysisForesi, Silverio; Peracchi, Franco
1-Jul-1994The Forward Premium Anomaly: Three Examples in Search of a SolutionBackus, David K.; Foresi, Silverio; Telmer, Chris I.
Dec-1994Interest Rate Targeting and the Dynamics of Short-Term RatesBalduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio
19-Jan-1997Macroeconomic Foundations of Higher Moments in Bond YieldsDavid, Backus; Foresi, Silverio; Wu, Liuren
Jun-1994Money, Transactions, and Portfolio ChoiceBalduzzi, Pierluigi; Foresi, Silverio
18-Nov-1996"Price Barriers" and the Dynamics of Asset Prices in EquilibriumBalduzzi, Pierluigi; Foresi, Silverio; Hait, David J.
Aug-1994The Simple Analytics of Assets' Values and Infrequent Policy ChangesBalduzzi, Pierluigi; Corsetti, Giancarlo; Foresi, Silverio
Showing results 1 to 14 of 14