An overview of post-crisis term structure models
Year of publication: |
2018
|
---|---|
Authors: | Martin, Marcus R. W. |
Published in: |
New methods in fixed income modeling : fixed income modeling. - Cham : Springer, ISBN 978-3-319-95284-0. - 2018, p. 85-97
|
Subject: | Zinsstruktur | Yield curve | Finanzkrise | Financial crisis | Theorie | Theory |
-
The conventional monetary policy and term structure of interest rates during the financial crisis
Cenesizoglu, Tolga, (2018)
-
The simple analytics of monetary policy : a post-crisis approach
Friedman, Benjamin M., (2013)
-
Limits to arbitrage and the term structure of bond illiquidity premiums
Schuster, Philipp, (2015)
- More ...
-
Martin, Marcus R. W., (2015)
-
Stresstests in Kontrahentenrisikomesssystemen
Martin, Marcus R. W., (2010)
-
Martin, Marcus R. W., (2011)
- More ...