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~isPartOf:"Working paper"
~person:"Christiansen, Charlotte"
~person:"Fisher, Mark"
~source:"econis"
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Christiansen, Charlotte
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ECONIS (ZBW)
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1
Special repo rates : an introduction
Fisher, Mark
- In:
Economic review
87
(
2002
)
2
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001697026
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2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721479
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3
Long maturity forward rates
Christiansen, Charlotte
-
2001
Persistent link: https://www.econbiz.de/10001634338
Saved in:
4
Forces that shape the yield curve
Fisher, Mark
- In:
Economic review
86
(
2001
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001581205
Saved in:
5
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
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