Browsing All of EconStor by Author Moench, Emanuel
Showing results 1 to 14 of 14
Year of Publication | Title | Author(s) |
2008 | Pricing the term structure with linear regressions | Adrian, Tobias; Moench, Emanuel |
2009 | Dynamic hierarchical factor models | Moench, Emanuel; Ng, Serena; Potter, Simon |
2009 | The persistent effects of a false news shock | Carvalho, Carlos; Klagge, Nicholas; Moench, Emanuel |
2010 | Financial Intermediation, Asset Prices, and Macroeconomic Dynamics | Moench, Emanuel; Adrian, Tobias; Shin, Hyun Song |
2010 | Macro risk premium and intermediary balance sheet quantities | Adrian, Tobias; Moench, Emanuel; Shin, Hyun Song |
2010 | Financial intermediation, asset prices, and macroeconomic dynamics | Adrian, Tobias; Moench, Emanuel; Shin, Hyun Song |
2011 | The pre-FOMC announcement drift | Lucca, David O.; Moench, Emanuel |
2011 | Efficient, regression-based estimation of dynamic asset pricing models | Adrian, Tobias; Crump, Richard K.; Moench, Emanuel |
2012 | Forecasting throuth the rear-view mirror: Data revisions and bond return predictability | Ghysels, Eric; Horan, Casidhe; Moench, Emanuel |
2012 | Pricing TIPS and treasuries with linear regressions | Abrahams, Michael; Adrian, Tobias; Crump, Richard K.; Moench, Emanuel |
2013 | Noisy information and fundamental disagreement | Andrade, Philippe; Crump, Richard K.; Eusepi, Stefano; Moench, Emanuel |
2013 | Leverage asset pricing | Adrian, Tobias; Moench, Emanuel; Shin, Hyun Song |
2014 | What predicts U.S. recessions? | Liu, Weiling; Moench, Emanuel |
2016 | The term structure of expectations and bond yields | Crump, Richard K.; Eusepi, Stefano; Moench, Emanuel |