Issue Date | Title | Author(s) |
Dec-1994 | Interest Rate Targeting and the Dynamics of Short-Term Rates | Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio |
Jun-1994 | Money, Transactions, and Portfolio Choice | Balduzzi, Pierluigi; Foresi, Silverio |
Nov-1994 | The Conditional Distribution of Excess Returns: An Empirical Analysis | Foresi, Silverio; Peracchi, Franco |
Aug-1994 | The Simple Analytics of Assets' Values and Infrequent Policy Changes | Balduzzi, Pierluigi; Corsetti, Giancarlo; Foresi, Silverio |
Jan-1995 | The Central Tendency: A Second Factor in Bond Yields | Balduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio |
Jan-1995 | Asset Price Dynamics and Infrequent Trades | Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio |
19-Jan-1997 | Macroeconomic Foundations of Higher Moments in Bond Yields | David, Backus; Foresi, Silverio; Wu, Liuren |
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 |
Nov-1995 | The Central Tendency: A Second Factor in Bond Yields | Balduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio |