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Pricing Kernels, Inflation, and the Term Structure of Interest Rates

https://doi.org/10.2139/ssrn.1026287
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References needing attention

does not resolve to a known work10.1093/rfs/6.3.619
The 19 checked references that resolve
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Reverse Engineering the Yield Curve
resolves10.2307/2077732
An Equilibrium Model of Nominal Bond Prices with Inflation-Output Correlation and Stochastic Volatility
resolves10.1111/j.1540-6261.1986.tb04523.x
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
resolves10.2307/1884178
Bond and Stock Returns in a Simple Exchange Model
resolves10.1515/9781400830213
The Econometrics of Financial Markets
resolves10.1093/rfs/5.4.531
A Theory of the Nominal Term Structure of Interest Rates
resolves10.2307/1911242
A Theory of the Term Structure of Interest Rates
resolves10.1016/0165-1889(94)00813-w
The term structure of interest rates in real and monetary economies
resolves10.1016/0304-3932(92)90021-s
Liquidity, loanable funds, and real activity
resolves10.2307/2345178
Time Series Modelling and Interpretation
resolves10.1093/benz/9780199773787.article.b00083592
Hansen, Lars
resolves10.1086/261749
Implications of Security Market Data for Models of Dynamic Economies
resolves10.1016/0022-0531(79)90043-7
Martingales and arbitrage in multiperiod securities markets
resolves10.1016/0304-4068(81)90010-0
Arbitrage and equilibrium in economies with infinitely many commodities
resolves10.1016/0165-1889(94)90027-2
The term structure of interest rates over the business cycle
resolves10.1093/rfs/4.1.53
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data
resolves10.1007/bf01536396
On pricing kernels and finite-state variable Heath Jarrow Morton models
resolves10.2139/ssrn.278345
How Do Changes in Monetary Policy Affect the Term Structure of Interest Rates?
resolves10.2139/ssrn.712241
Macro Factors and the Affine Term Structure of Interest Rates
The 9 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref10
no DOI — not checkedThe Term Structure of Real Interest Rates: New Estimates and Implications
no DOI — not checkedref18
no DOI — not checkedref19
no DOI — not checkedThe Behavior of Maximum Likelihood Estimates under Non-standard Conditions
no DOI — not checkedref23
no DOI — not checkedref26
no DOI — not checkedref29
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