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~isPartOf:"Applied financial economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Government securities"
~type:"article"
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Applied financial economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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19
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9
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9
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1
Co-jumping of treasury yield curve rates
Baruník, Jozef
;
Fišer, Pavel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 481-506
Persistent link: https://www.econbiz.de/10014632034
Saved in:
2
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
3
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
Saved in:
4
Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
Applied financial economics
15
(
2005
)
17
,
pp. 1213-1218
Persistent link: https://www.econbiz.de/10003228793
Saved in:
5
The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
Saved in:
6
New evidence on the expectations theory of the term structure of Australian Commonwealth Government Treasury yields
Guest, Ross
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 81-87
Persistent link: https://www.econbiz.de/10001240658
Saved in:
7
Testing the expectations theory of the term structure of interest rates using model-selection methods
Chao, John C.
(
contributor
);
Chiao, Chaoshin
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 95-108
Persistent link: https://www.econbiz.de/10001769671
Saved in:
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