Publicaciones en las que colabora con Mirko Abbritti (6)

2024

  1. Downturns and changes in the yield slope

    Journal of Forecasting, Vol. 43, Núm. 3, pp. 673-701

2023

  1. Term premium in a fractionally cointegrated yield curve

    Journal of Banking and Finance, Vol. 149

2022

  1. ON PRICE DYNAMICS WITH SEARCH AND BARGAINING IN THE PRODUCT MARKET

    Macroeconomic Dynamics, Vol. 26, Núm. 3, pp. 545-578

2020

  1. The effect of oil price shocks on economic activity: a local projections approach

    Journal of Economics and Finance, Vol. 44, Núm. 4, pp. 708-723

2016

  1. Term structure persistence

    Journal of Financial Econometrics, Vol. 14, Núm. 2, pp. 331-352