NBER Working Papers by Silverio Foresi

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Working Papers

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

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