Daniel L. Thornton - Publications, H-index & Citations

Daniel L. Thornton

federal reserve system - usa

35H指数

353论文数

5.5K被引数

收录论文 7

发表时间

Predictions of short-term rates and the expectations hypothesis

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2018-10-01

OAAI

Guidolin, Massimo; Thornton, Daniel L.

Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective

REVIEW OF FINANCIAL STUDIES

IF5.4

2012-07-17

OAAI

Thornton, Daniel L.; Valente, Giorgio

The empirical failure of the expectations hypothesis of the term structure of bond yields

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2009-04-06

OAAI

Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio

The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value

JOURNAL OF FINANCIAL ECONOMICS

IF12

2008-07-01

OAAI

Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L.

The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation

JOURNAL OF BANKING & FINANCE

IF3.8

2003-06-01

OAAI

Sarno, L; Thornton, DL

PRICE EXPECTATIONS AND THE DEMAND FOR MONEY - A COMMENT

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

1986-08-01

OAAI

HAFER, RW; THORNTON, DL

MONETARY ANTICIPATIONS AND THE DEMAND FOR MONEY - REPLY

JOURNAL OF MONETARY ECONOMICS

IF4.1

1985-09-01

PREAI

CARR, J; DARBY, MR; THORNTON, DL

研究方向