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~isPartOf:"De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association"
~isPartOf:"Economic modelling"
~isPartOf:"Temi di discussione / Banca d'Italia"
~isPartOf:"The journal of asset management"
~subject:"Euromarkets"
~type_genre:"Aufsatz in Zeitschrift"
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
Economic modelling
Temi di discussione / Banca d'Italia
The journal of asset management
The journal of futures markets
11
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5
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Long-term interest and consol bond valuation
Dempster, Michael A. H.
;
Medova, Elena A.
;
Villaverde, …
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 113-135
Persistent link: https://www.econbiz.de/10008663609
Saved in:
2
Backtesting short-term treasury management strategies based on multi-stage stochastic programming
Ferstl, Robert
;
Weissensteiner, Alex
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 94-112
Persistent link: https://www.econbiz.de/10008663610
Saved in:
3
A daily view of the term structure dynamics : some international evidence
Drakos, Kōnstantinos
- In:
De economist : Netherlands economic review ; quarterly …
150
(
2002
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10001657557
Saved in:
4
Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris
;
Rew, Alistair G.
- In:
Economic modelling
19
(
2002
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001638835
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