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~isPartOf:"CAMA working paper series"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper"
~subject:"Zinsstruktur"
~type_genre:"Non-commercial literature"
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Zinsstruktur
Yield curve
139
Theorie
56
Theory
56
Estimation
33
Schätzung
33
Monetary policy
26
Geldpolitik
25
USA
22
United States
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Option pricing theory
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Zinsderivat
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Geldpolitische Transmission
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Euro area
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Eurozone
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Krippner, Leo
12
Chiarella, Carl
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Thornton, Daniel L.
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Platen, Eckhard
7
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Christiansen, Charlotte
5
Ajevskis, Viktors
4
Carriero, Andrea
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Guidolin, Massimo
4
Honoré, Peter
4
Mikkelsen, Peter
4
Engsted, Tom
3
Lund, Jesper
3
Sarno, Lucio
3
Taulbjerg, Jes
3
Šustek, Roman
3
Aase Nielsen, Jørgen
2
Breedon, Francis J.
2
Chege Maina, Samuel
2
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2
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Hsiao, Chih-ying
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ECONIS (ZBW)
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41
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
42
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
43
Measuring the stance of monetary policy in conventional and unconventional environments
Krippner, Leo
-
2014
Persistent link: https://www.econbiz.de/10010244622
Saved in:
44
Efficient Jacobian evaluations for estimating zero lower bound term structure models
Krippner, Leo
-
2014
Persistent link: https://www.econbiz.de/10010244633
Saved in:
45
Scarce collateral, the term premium, and quantitative easing
Williamson, Stephen D.
-
2014
Persistent link: https://www.econbiz.de/10010337046
Saved in:
46
Taxes and the location of targets
Arulampalam, Wiji
;
Devereux, Michael P.
;
Liberini, Federica
-
2018
Persistent link: https://www.econbiz.de/10011966683
Saved in:
47
How did the financial crisis alter the correlations of U.S. yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
-
2013
Persistent link: https://www.econbiz.de/10009704261
Saved in:
48
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
-
2013
Persistent link: https://www.econbiz.de/10009721441
Saved in:
49
A tractable framework for zero-lower-bound Gaussian term structure models
Krippner, Leo
-
2013
Persistent link: https://www.econbiz.de/10009788818
Saved in:
50
Faster solutions for black zero lower bound term structure models
Krippner, Leo
-
2013
Persistent link: https://www.econbiz.de/10010188944
Saved in:
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