NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Silverio Foresi

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

September 1998Discrete-Time Models of Bond Pricing
with David Backus, Chris Telmer: w6736
January 1998Predictable Changes in Yields and Forward Rates
with David Backus, Abon Mozumdar, Liuren Wu: w6379
December 1997The Central Tendency: A Second Factor in Bond Yields
with Pierluigi Balduzzi, Sanjiv Ranjan Das: w6325
February 1997Interest Rate Targeting and the Dynamics of Short-Term Rates
with Pierluigi Balduzzi, Giuseppe Bertola, Leora Klapper: w5944
June 1996Affine Models of Currency Pricing
with David Backus, Chris Telmer: w5623
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
with David Backus, Stanley Zin: w5638
April 1993A Model of Target Changes and the Term Structure of Interest Rates
with Pierluigi Balduzzi, Giuseppe Bertola: w4347

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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