NBER

Silverio Foresi

Salomon Smith Barney
Emerging Markets Derivatives and
Structured Products
388 Greenwich Street
11th Floor
New York, NY 10013

Institutional Affiliation: Salomon Smith Barney

NBER Working Papers and Publications

September 1998Discrete-Time Models of Bond Pricing
with David Backus, Chris Telmer: w6736

Published: Jegadeesh, N. and B. Tuckman (eds.) Advanced Fixed Income Valuation Tools. Wiley, 2000.

January 1998Predictable Changes in Yields and Forward Rates
with David Backus, Abon Mozumdar, Liuren Wu: w6379

Published: Journal of Financial Economics, Volume: 59 Issue: 3 (March 2001) Pages: 281-311 citation courtesy of

December 1997The Central Tendency: A Second Factor in Bond Yields
with Pierluigi Balduzzi, Sanjiv Ranjan Das: w6325

Published: Review of Economics and Statistics, Vol. 80, no. 1 (February 1998): 62-72. citation courtesy of

February 1997Interest Rate Targeting and the Dynamics of Short-Term Rates
with Pierluigi Balduzzi, Giuseppe Bertola, Leora Klapper: w5944

Published: Journal of Money Credit and Banking, Vol. 30, issue 1 (February 1998) pp. 26-50 citation courtesy of

June 1996Affine Models of Currency Pricing
with David Backus, Chris Telmer: w5623

Published: Journal of Finance, Volume 56: Issue 1 February 2001

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
with David Backus, Stanley Zin: w5638

Published: Backus, David, Silverio Foresi and Stanley Zin. "Arbitrage Opportunities In Arbitrage-Free Models On Bond Pricing," Journal of Business and Economic Statistics, 1998, v16(1,Jan), 13-26. citation courtesy of

April 1993A Model of Target Changes and the Term Structure of Interest Rates
with Pierluigi Balduzzi, Giuseppe Bertola: w4347

Published: Balduzzi, Pierluigi, Giuseppe Bertola and Silvero Foresi. "A Model Of Target Changes And The Term Structure Of Interest Rates," Journal of Monetary Economics, 1997, v39(2,Jul), 223-249. citation courtesy of

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