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~institution:"Center for Economic Analysis <Boulder, Colo.>"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Zinsstruktur"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Zinsstruktur
Yield curve
15
Theorie
11
Theory
11
Markov chain
3
Markov-Kette
3
Current account
2
Interest rate derivative
2
Leistungsbilanz
2
Monte Carlo simulation
2
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2
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Nonlinear regression
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Option pricing theory
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Optionspreistheorie
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Real business cycle model
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1993-2002
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Canada
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Credit derivative
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Denmark
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Dynamic equilibrium
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Dänemark
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Einheitswurzeltest
1
Erwartungsbildung
1
Estimation theory
1
Expectation formation
1
Financial economics
1
Kanada
1
Kapitalmarkttheorie
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Book / Working Paper
15
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Arbeitspapier
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15
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15
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15
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English
15
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Boileau, Martin
2
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Normandin, Michel
2
Shin Jensen, Malene
2
Daniels, Kenneth N.
1
Schmid, Wolfgang
1
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1
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1
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Center for Economic Analysis <Boulder, Colo.>
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Federal Reserve Bank of San Francisco
11
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of St. Louis
7
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Federal Reserve Bank of Cleveland
5
International Monetary Fund
5
Rodney L. White Center for Financial Research
5
Banco Central do Brasil
4
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4
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4
Erasmus Research Institute of Management
3
Federal Reserve Bank of New York
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
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3
Internationaler Währungsfonds / Western Hemisphere Department
3
Reserve Bank of New Zealand
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of York / Department of Economics and Related Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bank of England / Economics Division
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
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2
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2
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2
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2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper
2
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ECONIS (ZBW)
15
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
The current account and the interest differential in Canada
Boileau, Martin
(
contributor
);
Normandin, Michel
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002437030
Saved in:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
6
An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
Saved in:
7
Dynamics of the current account and interest differentials
Boileau, Martin
(
contributor
);
Normandin, Michel
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002103319
Saved in:
8
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
9
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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