Emanuel Moench
Emanuel Moench
Verifierad e-postadress på bundesbank.de - Startsida
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Pricing the term structure with linear regressions
T Adrian, RK Crump, E Moench
Journal of Financial Economics 110 (1), 110-138, 2013
4612013
The pre‐FOMC announcement drift
DO Lucca, E Moench
The Journal of Finance 70 (1), 329-371, 2015
3732015
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
E Mönch
Journal of Econometrics 146 (1), 26-43, 2008
3032008
Financial intermediation, asset prices and macroeconomic dynamics
T Adrian, E Moench, HS Shin
FRB of New York Staff Report, 2010
1602010
Macro risk premium and intermediary balance sheet quantities
T Adrian, E Moench, HS Shin
IMF Economic Review 58 (1), 179-207, 2010
1442010
Dynamic hierarchical factor models
E Moench, S Ng, S Potter
Review of Economics and Statistics 95 (5), 1811-1817, 2013
1372013
Decomposing real and nominal yield curves
M Abrahams, T Adrian, RK Crump, E Moench, R Yu
Journal of Monetary Economics 84, 182-200, 2016
1322016
Sectoral Price Data and Models of Price Setting
B Mackowiak, E Moench, M Wiederholt
Journal of Monetary Economics 56, 78, 2009
1142009
Towards a monthly business cycle chronology for the euro area
E Mönch, H Uhlig
CEPR Discussion paper, 2004
1102004
Term structure surprises: the predictive content of curvature, level, and slope
E Mönch
Journal of Applied Econometrics 27 (4), 574-602, 2012
992012
Fundamental disagreement
P Andrade, RK Crump, S Eusepi, E Moench
Journal of Monetary Economics 83, 106-128, 2016
942016
What predicts US recessions?
W Liu, E Moench
International Journal of Forecasting 32 (4), 1138-1150, 2016
782016
A hierarchical factor analysis of US housing market dynamics
E Moench, S Ng
The Econometrics Journal 14 (1), C1-C24, 2011
732011
The term structure of expectations and bond yields
RK Crump, S Eusepi, E Moench
FRB of NY Staff Report, 2018
712018
Forecasting through the rearview mirror: Data revisions and bond return predictability
E Ghysels, C Horan, E Moench
The Review of Financial Studies, 2014
702014
Dynamic leverage asset pricing
T Adrian, E Moench, HS Shin
CEPR Discussion Paper No. DP11466, 2016
602016
The persistent effects of a false news shock
C Carvalho, N Klagge, E Moench
Journal of Empirical Finance 18 (4), 597-615, 2011
592011
Why is the market share of adjustable-rate mortgages so low?
E Moench, JI Vickery, D Aragon
Current Issues in Economics and Finance 16 (8), 2010
542010
Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench
Journal of Financial Economics 118 (2), 211-244, 2015
482015
Leverage asset pricing
T Adrian, E Moench, HS Shin
FRB of New York Staff Report, 2013
482013
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Artiklar 1–20