David A. Marshall

Economics and Econometrics · 2007

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom David A. Marshall trusts overall

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

  1. Qiang Dai
  2. Kenneth J. Singleton
  3. Tao Zha

Who trusts David A. Marshall overall

  1. Albert Lee Chun
  2. Tae-Yong Doh

Papers from David A. Marshall's perspective

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

  1. Specification Analysis of Affine Term Structure Models
  2. Likelihood-Preserving Normalization in Multiple Equation Models
  3. Term premia and interest rate forecasts in affine models
  4. Term Structure of Interest Rates with Regime Shifts
  5. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  6. The Term Structure of Real Rates and Expected Inflation
  7. Regime shifts in a dynamic term structure model of U.S. Treasury bond yields
  8. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
  9. Autoregressive Gamma Processes
  10. Fiscal Policy and the Term Structure of Interest Rates

Their papers