R. Yu

Economics and Econometrics · with Abrahams · 2016

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom R. Yu trusts

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

  1. G. Duffee (in Finance)
  2. Brian P. Sack (in Economics and Econometrics)
  3. Arvind Krishnamurthy (in Finance)
  4. Annette Vissing-Jorgensen (in Finance)

Papers from R. Yu's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. The Impact of Monetary Policy on Asset Prices
  3. The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
  4. A New Perspective on Gaussian Dynamic Term Structure Models
  5. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  6. The Aggregate Demand for Treasury Debt (Journal of Political Economy)
  7. Specification Analysis of Affine Term Structure Models
  8. Bond Risk Premia
  9. Estimating the Dimension of a Model
  10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers