Marcel A. Priebsch

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 36 citations into it; #7,964 of 10,518 by trust here, #5,523 by citations
• Economics and Econometrics — 34 citations into it; #17,257 of 23,481 by trust here, #13,596 by citations

Whom Marcel A. Priebsch trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. G. Duffee
2. Qiang Dai
3. Andrew Ang
4. Kenneth J. Singleton
5. Ben S. Bernanke
6. Monika Piazzesi

Who trusts Marcel A. Priebsch overall

1. M. Bauer

Papers from Marcel A. Priebsch's perspective

Ordered by how strongly the researchers Marcel A. Priebsch trusts endorse each paper. Same corpus, a different order for every researcher.

1. Term premia and interest rate forecasts in affine models
2. Specification Analysis of Affine Term Structure Models
3. Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
4. No-Arbitrage Taylor Rules
5. Expectation puzzles, time-varying risk premia, and affine models of the term structure
6. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
7. Generalized autoregressive conditional heteroskedasticity
8. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
9. The Term Structure of Real Rates and Expected Inflation
10. Estimating the Dimension of a Model

Their papers

• Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013) — 526 citations