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ECONIS (ZBW)
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1
Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies
Tomat, Gian Maria
-
2023
bonds and evaluates results regarding static
spot
rate
and dynamic forward rate regressions for the Euro area. Additionally …
Persistent link: https://www.econbiz.de/10014337024
Saved in:
2
Measuring yield curve movements : a principal component analysis of
spot
rate
changes in the JPY, USD, GBP, and CHF interest rate swap markets
Takahashi, Toyoharu
- In:
Advances in Pacific Basin business, economics and finance
10
(
2022
),
pp. 193-208
Persistent link: https://www.econbiz.de/10013253651
Saved in:
3
Term spreads, forward rates and yield curve forecasts
Tomat, Gian Maria
- In:
Research in economics : an international review of economics
75
(
2021
)
2
,
pp. 152-163
Persistent link: https://www.econbiz.de/10012793289
Saved in:
4
Bermudan option in Singapore Savings Bonds
Lim, Kian-Guan
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 31-54
Persistent link: https://www.econbiz.de/10012498470
Saved in:
5
Pricing corporate bonds and constructing credit curves in a developing country : the case of the Taiwan bond fund crisis
Lee, Shyan Yuan
;
Chiou, Wan-jiun Paul
;
Chung, Yi Fang
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011754124
Saved in:
6
Modeling
spot
rate
using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu
;
Zheng, Tingguo
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
Saved in:
7
Individual foreign exchange investors, return predictability and market timing
Abuelfadl, Moustafa
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011716026
Saved in:
8
Short rate forecasting based on the inference from the cir model for multiple yield curve dynamics
Hin, Lin-Yee
;
Dokučaev, Nikolaj G.
- In:
Annals of financial economics
11
(
2016
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011504170
Saved in:
9
Cost of capital :
spot
rate
or forward rate?
Qi, H.
;
Xie, Yan Alice
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3804-3811
Persistent link: https://www.econbiz.de/10011628093
Saved in:
10
Note to "rates of return on open-end debt investment funds and bank deposits in Poland in the years 1995-2015 - a comparative analysis" : Folia oeconomica Stetinensia 16 (1), (2016...
Piasecki, Krzysztof
- In:
Folia oeconomica Stetinensia : FOS
16
(
2016
)
2
,
pp. 250-254
Persistent link: https://www.econbiz.de/10011776131
Saved in:
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