Browsing All of EconStor by Author Moench, Emanuel

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Showing results 1 to 14 of 14
Year of PublicationTitleAuthor(s)
2008 Pricing the term structure with linear regressionsAdrian, Tobias; Moench, Emanuel
2009 Dynamic hierarchical factor modelsMoench, Emanuel; Ng, Serena; Potter, Simon
2009 The persistent effects of a false news shockCarvalho, Carlos; Klagge, Nicholas; Moench, Emanuel
2010 Financial Intermediation, Asset Prices, and Macroeconomic DynamicsMoench, Emanuel; Adrian, Tobias; Shin, Hyun Song
2010 Macro risk premium and intermediary balance sheet quantitiesAdrian, Tobias; Moench, Emanuel; Shin, Hyun Song
2010 Financial intermediation, asset prices, and macroeconomic dynamicsAdrian, Tobias; Moench, Emanuel; Shin, Hyun Song
2011 The pre-FOMC announcement driftLucca, David O.; Moench, Emanuel
2011 Efficient, regression-based estimation of dynamic asset pricing modelsAdrian, Tobias; Crump, Richard K.; Moench, Emanuel
2012 Pricing TIPS and treasuries with linear regressionsAbrahams, Michael; Adrian, Tobias; Crump, Richard K.; Moench, Emanuel
2012 Forecasting throuth the rear-view mirror: Data revisions and bond return predictabilityGhysels, Eric; Horan, Casidhe; Moench, Emanuel
2013 Noisy information and fundamental disagreementAndrade, Philippe; Crump, Richard K.; Eusepi, Stefano; Moench, Emanuel
2013 Leverage asset pricingAdrian, Tobias; Moench, Emanuel; Shin, Hyun Song
2014 What predicts U.S. recessions?Liu, Weiling; Moench, Emanuel
2016 The term structure of expectations and bond yieldsCrump, Richard K.; Eusepi, Stefano; Moench, Emanuel