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type_genre:"Bibliography included"
~isPartOf:"Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]"
~isPartOf:"Financial econometrics modeling : derivatives pricing, hedge funds and term structure models"
~isPartOf:"New methods in fixed income modeling : fixed income modeling"
~type_genre:"Aufsatz im Buch"
~type_genre:"Mikroform"
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Search: subject_exact:"Zinsdifferenz"
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Yield curve
14
Zinsstruktur
14
Theorie
8
Theory
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Inflation expectations
2
Inflationserwartung
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Di Persio, Luca
2
Becker, Ralf
1
Bufalo, Michele
1
Bårdsen, Gunnar
1
Coroneo, Laura
1
Elliott, Robert J.
1
Garrett, Ian
1
Golpe, Antonio A.
1
Gugole, Nicola
1
Hakim, Sam R.
1
Hsiao, Chih-ying
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Iglesias, Jesús
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1
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1
Mininni, Rosa Maria
1
Modena, Matteo
1
Neaime, Simon
1
Orlando, Giuseppe
1
Pavlov, Vlad
1
Prezioso, Luca
1
Richter, Christian
1
Sanhueza, Javier
1
Semmler, Willi
1
Siu, Tak Kuen
1
Vides, José Carlos
1
Ye, Xiaoxia
1
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Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
New methods in fixed income modeling : fixed income modeling
Zero-coupon yield curves : technical documentation
12
Europäische Hochschulschriften / 5
10
Interest rate modelling after the financial crisis
9
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
9
Developments in macro-finance Yield curve modelling
8
The determination of long-term interest rates and exchange rates and the role of expectations
7
Valuation, financial modeling, and quantitative tools
6
The handbook of fixed income securities
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
4
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
4
The role of asset prices in the formulation of monetary policy
4
Econometric analysis of financial markets
3
Essays on the determinants of corporate bond yield spreads
3
Advances in risk management
2
Applied quantitative finance
2
Artificial neural networks in finance and manufacturing
2
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
2
Computational methods in financial engineering : essays in honour of Manfred Gilli
2
Controlling interest rate risk : new techniques and applications for money management
2
Dynamic models and their applications in emerging markets
2
Essays on interest rates at the lower bound
2
Finance and banking developments
2
Financial markets and asset pricing
2
Financial markets and instruments
2
Gabler Edition Wissenschaft
2
Handbook of research methods and applications in empirical finance
2
Information in financial asset prices : proceedings of a conference held by the Bank of Canada, May 1998
2
Interest rate differentials, capital mobility and devaluation expectations
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Interest rates : term structure models, monetary policy, and prediction
2
Investment management and financial management
2
Market functioning and central bank policy
2
Modelling techniques for financial markets and bank management
2
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
2
Monetary policy under uncertainty
2
Monetary policy with very low inflation in the Pacific Rim : [NBER-East Asia Seminar on Economics, volume 15 ; this volume contains papers from the fifteenth annual East Asian Seminar on Economics, held in Tokyo, Japan, on June 25 - 27, 2004]
2
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1
Term structure, market expectations of the short rate, and expected inflation
Luo, Jian
;
Ye, Xiaoxia
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 3-34)
.
2018
Persistent link: https://www.econbiz.de/10012011569
Saved in:
2
A new approach to CIR short-term rates modelling
Orlando, Giuseppe
;
Mininni, Rosa Maria
;
Bufalo, Michele
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 35-43)
.
2018
Persistent link: https://www.econbiz.de/10012011576
Saved in:
3
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
4
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
5
An overview of post-crisis term structure models
Martin, Marcus R. W.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 85-97)
.
2018
Persistent link: https://www.econbiz.de/10012011580
Saved in:
6
The term structure under non-linearity assumptions : new methods in time series
Vides, José Carlos
;
Iglesias, Jesús
;
Golpe, Antonio A.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 117-136)
.
2018
Persistent link: https://www.econbiz.de/10012011640
Saved in:
7
Affine type analysis for BESQ and CIR processes with applications to mathematical finance
Di Persio, Luca
;
Prezioso, Luca
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 137-148)
.
2018
Persistent link: https://www.econbiz.de/10012011642
Saved in:
8
Dynamic linkages across country yield curves : the effects of global and local yield curve factors on US, UK and GERMAN yields
Coroneo, Laura
;
Garrett, Ian
;
Sanhueza, Javier
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 205-222)
.
2018
Persistent link: https://www.econbiz.de/10012011654
Saved in:
9
Testing the expectations hypothesis in the emerging markets of the Middle East : an application to Egyptian and Lebanese treasury securities
Hakim, Sam R.
;
Neaime, Simon
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 188-202)
.
2011
Persistent link: https://www.econbiz.de/10008987971
Saved in:
10
Continuous and discrete time modeling of short-term interest rates
Hsiao, Chih-ying
;
Semmler, Willi
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 163-187)
.
2011
Persistent link: https://www.econbiz.de/10008987972
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