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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Aslanidis, Nekatrios"
~person:"Balaban, Ercan"
~person:"Schotman, Peter C."
~subject:"Poland"
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Volatility
Yield curve
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Estimation
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Aslanidis, Nekatrios
Balaban, Ercan
Schotman, Peter C.
Karanasos, Menelaos
3
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Conrad, Christian
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Dijk, Dick van
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Kim, Kun Ho
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Tse, Yiu Kuen
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2
Wel, Michel van der
2
Yin, Libo
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Abergel, Frédéric
1
Aboulamer, Anas
1
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Alexeev, Vitali
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What does a term structure model imply about very long-term interest rates?
Balter, Anne G.
;
Pelsser, Antoon André Jean
;
Schotman, …
- In:
Journal of empirical finance
62
(
2021
),
pp. 202-219
Persistent link: https://www.econbiz.de/10012693395
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2
Smooth transition patterns in the realized stock-bond correlation
Aslanidis, Nekatrios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
Saved in:
3
Non-syncronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.
;
Zalewska-Mitura, Anna
- In:
Journal of empirical finance
13
(
2006
)
4/5
,
pp. 462-494
Persistent link: https://www.econbiz.de/10003370858
Saved in:
4
Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan
- In:
Economics letters
83
(
2004
)
1
,
pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
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