NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Silverio Foresi

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

September 1998Discrete-Time Models of Bond Pricing
with David Backus, Chris Telmer: w6736

Published: Jegadeesh, N. and B. Tuckman (eds.) Advanced Fixed Income Valuation Tools. Wiley, 2000.

January 1998Predictable Changes in Yields and Forward Rates
with David Backus, Abon Mozumdar, Liuren Wu: w6379

Published: Journal of Financial Economics, Volume: 59 Issue: 3 (March 2001) Pages: 281-311 citation courtesy of

December 1997The Central Tendency: A Second Factor in Bond Yields
with Pierluigi Balduzzi, Sanjiv Ranjan Das: w6325

Published: Review of Economics and Statistics, Vol. 80, no. 1 (February 1998): 62-72. citation courtesy of

February 1997Interest Rate Targeting and the Dynamics of Short-Term Rates
with Pierluigi Balduzzi, Giuseppe Bertola, Leora Klapper: w5944

Published: Journal of Money Credit and Banking, Vol. 30, issue 1 (February 1998) pp. 26-50 citation courtesy of

June 1996Affine Models of Currency Pricing
with David Backus, Chris Telmer: w5623

Published: Journal of Finance, Volume 56: Issue 1 February 2001

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
with David Backus, Stanley Zin: w5638

Published: Backus, David, Silverio Foresi and Stanley Zin. "Arbitrage Opportunities In Arbitrage-Free Models On Bond Pricing," Journal of Business and Economic Statistics, 1998, v16(1,Jan), 13-26. citation courtesy of

April 1993A Model of Target Changes and the Term Structure of Interest Rates
with Pierluigi Balduzzi, Giuseppe Bertola: w4347

Published: Balduzzi, Pierluigi, Giuseppe Bertola and Silvero Foresi. "A Model Of Target Changes And The Term Structure Of Interest Rates," Journal of Monetary Economics, 1997, v39(2,Jul), 223-249. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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