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DP16629 Monetary Policy and Bond Prices with Drifting Equilibrium Rates 智库出版物
2021
作者:  Carlo A. Favero;  Andrea Tamoni;  Alessandro Melone
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Monetary policy rule  Secular trends  Term structure  Diagnostic expectations  Bond return predictability  
DP14417 Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 智库出版物
2020
作者:  Carlo A. Favero;  Alessandro Melone
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Return predictability  Mispricing  Equilibrium correction term  Dynamic factor-portfolio models