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subject:"World"
~subject:"Geldmarkt"
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ECONIS (ZBW)
106
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61
Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 282-289
Persistent link: https://www.econbiz.de/10001660384
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62
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
Persistent link: https://www.econbiz.de/10001684716
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63
EURIBOR interest rate instruments as indicators of financial market expectations
Glatzer, Ernst
;
Scheicher, Martin
- In:
Focus on Austria
(
2002
)
2
,
pp. 154-177
Persistent link: https://www.econbiz.de/10001924586
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64
Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John
-
2002
Persistent link: https://www.econbiz.de/10001724376
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65
Die Europäische Währungsunion und das Management von Aktienportfolios : Auswirkungen für europäische Investoren
Schulz, Isa
-
2001
-
1. Aufl
Persistent link: https://www.econbiz.de/10001584000
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66
Pricing Eurodollar futures options with the Heath-Jarrow-Morton model
Cakici, Nusret
;
Zhu, Jintao
- In:
The journal of futures markets
21
(
2001
)
7
,
pp. 655-680
Persistent link: https://www.econbiz.de/10001588271
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67
Economic exposure and debt financing choice
Goswami, Gautam
;
Shrikhande, Milind M.
- In:
Journal of multinational financial management
11
(
2001
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10001537475
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68
Approximation of non-linear term structure models
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 44-51
Persistent link: https://www.econbiz.de/10001581197
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69
Mean reversion of interest rates in the eurocurrency market
Wu, Jyh-lin
;
Chen, Show-lin
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
4
,
pp. 459-473
Persistent link: https://www.econbiz.de/10001622985
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70
Testing the expectations hypothesis in Eurodeposits
Domínguez, Emilio
;
Novales, Alfonso
- In:
Journal of international money and finance
19
(
2000
)
5
,
pp. 713-736
Persistent link: https://www.econbiz.de/10001507012
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