Itô conditional moment generator and the estimation of short rate processes
Year of publication: |
2003
|
---|---|
Authors: | Zhou, Hao |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Interest rates |
-
The Fisher Relation in the Great Depression and the Great Recession
Laidler, David, (2013)
-
Comments on Piazzesi and Schneider's "Bond positions, expectations, and the yield curve"
Faust, Jon, (2008)
-
Bond positions, expectations, and the yield curve
Piazzesi, Monika, (2008)
- More ...
-
Bollerslev, Tim, (2011)
-
Risk, uncertainty, and expected returns
Bali, Turan G., (2011)
-
A framework for assessing the systemic risk of major financial institutions
Huang, Xin, (2009)
- More ...