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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of banking & finance"
~person:"Angbazo, Lazarus A."
~person:"Hautsch, Nikolaus"
~subject:"Estimation theory"
~subject:"Theorie"
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Angbazo, Lazarus A.
Hautsch, Nikolaus
Prokopczuk, Marcel
3
Chiang, Raymond
2
Clare, Andrew D.
2
Feng, Guohua
2
Füss, Roland
2
Gouriéroux, Christian
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Journal of banking & finance
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ECONIS (ZBW)
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Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
2
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
3
Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking
Angbazo, Lazarus A.
- In:
Journal of banking & finance
21
(
1997
)
1
,
pp. 55-87
Persistent link: https://www.econbiz.de/10001213055
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