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institution:"Banco Central del Ecuador / Dirección de Investigaciones Económicas"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Internationaler Währungsfonds / European Department <1>"
~subject:"Yield curve"
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Search: subject_exact:"Term structure theory"
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Yield curve
Zinsstruktur
18
Theorie
11
Theory
11
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3
Markov-Kette
3
Deutschland
2
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2
Interest rate derivative
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1993-2002
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Shin Jensen, Malene
2
Caramazza, Francesco
1
Cañonero, Gustavo Enrique
1
Daniels, Kenneth N.
1
Davis, E. Philip
1
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1
Henry, S. G. B.
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Schmid, Wolfgang
1
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Banco Central del Ecuador / Dirección de Investigaciones Económicas
Centre for Analytical Finance <Århus>
Internationaler Währungsfonds / European Department <1>
National Bureau of Economic Research
269
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
10
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8
International Monetary Fund
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University of Exeter / Department of Economics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Rodney L. White Center for Financial Research
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Banco Central do Brasil
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Erasmus Research Institute of Management
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
IMF working paper
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ECONIS (ZBW)
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Determinantes del spread y de las tasas de interés en el mercado bancario doméstico
Galarza, Ramiro
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002211426
Saved in:
2
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
3
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
6
An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
Saved in:
7
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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8
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
9
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
10
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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