Discussion: Reaction of Swiss Term Premia to Monetary Policy Surprises
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Volume (Year): 146 (2010)
Issue (Month): I (March)
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- Qiang Dai & Kenneth J. Singleton, 2000. "Specification Analysis of Affine Term Structure Models," Journal of Finance, American Finance Association, vol. 55(5), pages 1943-1978, October.
- Angelo Ranaldo & Enzo Rossi, 2007.
"The reaction of asset markets to Swiss National Bank communication,"
2007-11, Swiss National Bank.
- Ranaldo, Angelo & Rossi, Enzo, 2010. "The reaction of asset markets to Swiss National Bank communication," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 486-503, April.
- Chib, Siddhartha & Ergashev, Bakhodir, 2009. "Analysis of Multifactor Affine Yield Curve Models," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1324-1337.
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