Michael Abrahams
Economics and Econometrics · 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
- Economics and Econometrics — 29 citations into it
- Finance — 29 citations into it
Whom Michael Abrahams trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- G. Duffee
- Arvind Krishnamurthy
- Roberto Rigobon
- Annette Vissing-Jorgensen
- Brian P. Sack
- Tobias Adrian
Papers from Michael Abrahams's perspective
Ordered by how strongly the researchers Michael Abrahams trusts endorse each paper. Same corpus, a different order for every researcher.
- Term premia and interest rate forecasts in affine models
- The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
- The Impact of Monetary Policy on Asset Prices
- The Aggregate Demand for Treasury Debt (Journal of Political Economy)
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Specification Analysis of Affine Term Structure Models
- A New Perspective on Gaussian Dynamic Term Structure Models
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Bond Risk Premia
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
Their papers
- Decomposing real and nominal yield curves (2016) — 159 citations