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Fixed income market / Yield curve / Mathematical finance / Autoregressive conditional heteroskedasticity / Errors and residuals in statistics / Hull–White model / Statistics / Econometrics / Regression analysis


Predictable Changes in Yields and Forward Rates 
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Document Date: 2009-05-21 17:41:39

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Company

Cox / Goldman Sachs Asset Management / /

Country

United States / /

Currency

USD / /

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Facility

Pamplin College of Business / Fordham University / University of Chicago / New York University / /

Organization

Graduate School / Center for Research / New York University / the University of Chicago / Virginia Tech / Pamplin College of Business / US government / NBER / Fordham University / Stern School of Business / /

Person

Ken Singleton / Robert Hodrick / Sandy Grossman / Lewis / Qiang Dai / David Backus / Erzo Luttmer / Robert Bliss / Evans / John Campbell / Darrell DuÆe / Stan Zin / Allan Gregory / /

Position

matrix A. Forward / forward rates / Fisher / Forward / Marshall / /

URL

http /

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