In this speech, I will lay out a path to modeling macrofinancial dynamics using a recent approach that I have worked on, and illustrate the usefulness of this avenue with a term structure application.

One of the most robust backward design models developed for higher education is L. Dee Fink’s integrated course design. Fink outlines a streamlined process for designing academic courses, divided into ...

To understand the effects of news on bond markets, it is instructive to look beyond individual maturities and consider the entire term structure of interest rates. For example, unexpected changes in ...

This spring, seven graduate students from Princeton's Woodrow Wilson School of Public and International Affairs enrolled in a six-week crash course examining the Eurozone's financial crisis. A month ...

In this article a new methodology for estimating the term structure of interest rates is developed. Using polynomial splines, a reliable approximation to term structure may depend crucially upon ...

The VIX index isn't the only forward implied volatility index. There are other indexes of different time frames ranging from 9 days to 1 year. They are called VIX9D, VIX3M, VIX6M, VIX1Y. Because of ...

Term funds have a few topics making them different that I hope to clear up with today's overview. Term funds can benefit shareholders as NAV is realized one way or another. Given that almost all ...

Creating a course map is like planning a road trip—you start with your destination (learning outcomes) and chart the best route to get there (instruction, activities, and assessments). A ...