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~institution:"Erasmus Research Institute of Management"
~institution:"University of Exeter / Department of Economics"
~institution:"William Davidson Institute <Ann Arbor, Mich.>"
~language:"eng"
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12
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271
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ECONIS (ZBW)
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1
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
Saved in:
2
An empirical comparison of default swap pricing models
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
Saved in:
3
Interest rate pass-through in new EU member states : the case of the Czech Republic, Hungary and Poland
Crespo Cuaresma, Jesús
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002536947
Saved in:
4
Democracy's spread : elections and sovereign debt in developing countries
Block, Steven
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001905389
Saved in:
5
Macro factors and the term structure of interest rates
Dewachter, Hans
(
contributor
);
Lyrio, Marco
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772014
Saved in:
6
The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998640
Saved in:
7
A test of the expectations hypothesis of the term structure using cross-section data
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998641
Saved in:
8
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
Saved in:
9
Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
;
Harris, Richard D. F.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000966506
Saved in:
10
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
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