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A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

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<scp>A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration</scp>

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Business, Economics, Finance +15

A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

Andrew Ang, Monika Piazzesi · SSRN Electronic Journal · 1999 · 555 citations · Full text

Business, Economics, Finance +17

The Dynamics of Real Estate Prices

Bradford Case, John M. Quigley · The Review of Economics and Statistics · 1991 · 384 citations

Business, Economics, Real Estate +15