Euro and FIBOR interest rates : a continuous time modelling analysis
Year of publication: |
2008
|
---|---|
Authors: | Nowman, Kalid Ben ; Yahia, B. B. H. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 5, p. 1029-1035
|
Subject: | Zinsstruktur | Yield curve | Euro | EU-Staaten | EU countries | 1999-2008 |
-
The inflation risk premium in the term structure of interest rates
Hördahl, Peter, (2008)
-
Inflation risk premia in the term structure of interest rates
Hördahl, Peter, (2012)
-
The cost of barriers to entry : evidence from the market for corporate euro bond underwriting
Santos, João A. C., (2003)
- More ...
-
Modelling and forecasting international interest rate spreads : UK, Germany, Japan and the USA
Gough, Orla, (2014)
-
Pricing UK and US securities with in the CKLS model : further results
Nowman, Kalid Ben, (1999)
-
Forecasting with the almost ideal demand system
Chambers, Marcus J., (1994)
- More ...