Issue Date | Title | Author(s) |
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 |
1-Jul-1994 | The Forward Premium Anomaly: Three Examples in Search of a Solution | Backus, David K.; Foresi, Silverio; Telmer, Chris I. |