Interest rate risk

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Studies with the keyword Interest rate risk:

studies lacking replication:


replicated studies:

replications:

  • Benjamin Born, Johannes Pfeifer. Risk Matters: The Real Effects of Volatility Shocks: Comment (AER 2014).
    JEL codes: E13, E20, E32, E43, F32, F43, O11. Methods: Particle Filter (Sequential Monte Carlo Methods), 3rd order perturbation, Simulated Method of Moments, code changes published in online appendix Software: Dynare, MATLAB
    Data available; Readme availability unknown; Code available
    Replication: Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan F. Rubio-Ramírez, Martin Uribe. AER 2011.
    JEL codes: E13, E20, E32, E43, F32, F43, O11. Keywords: -
    Data: Insufficient. Type: narrow sense. Result: different results. Call into question: yes. Replication authors statement: -.

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