Mike Gallmeyer

Economics and Econometrics · 2005

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Mike Gallmeyer trusts overall

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

  1. Qiang Dai
  2. G. Duffee
  3. Kenneth J. Singleton
  4. Monika Piazzesi

Papers from Mike Gallmeyer's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  3. Specification Analysis of Affine Term Structure Models
  4. Term Structure Dynamics in Theory and Reality
  5. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  6. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  7. Term Structure of Interest Rates with Regime Shifts
  8. The Pricing of Options and Corporate Liabilities
  9. Generalized autoregressive conditional heteroskedasticity
  10. Habit Formation in Consumption and Its Implications for Monetary Policy Models

Their papers