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~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper series / Research Department, Federal Reserve Bank of Chicago"
~person:"Bekaert, Geert"
~person:"Elliott, Robert J."
~person:"Fergusson, Kevin"
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Search: subject_exact:"Zinsstrukturmodell"
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9
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5
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Bekaert, Geert
Elliott, Robert J.
Fergusson, Kevin
Chiarella, Carl
11
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7
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7
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper series / Research Department, Federal Reserve Bank of Chicago
NBER working paper series
9
NBER Working Paper
8
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8
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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ECONIS (ZBW)
9
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1
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
2
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
3
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:
4
Financial signal processing : a self calibrating model
Elliott, Robert J.
;
Hunter, William Curt
;
Jamieson, …
-
2001
Persistent link: https://www.econbiz.de/10001577670
Saved in:
5
Risk, uncertainty, and asset prices
Bekaert, Geert
;
Engstrom, Eric
;
Xing, Yuhang
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10003813183
Saved in:
6
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000986532
Saved in:
7
On biases in tests of the expectations hypothesis of the term structure of interest rates
Bekaert, Geert
- In:
Journal of financial economics
44
(
1997
)
3
,
pp. 309-348
Persistent link: https://www.econbiz.de/10001224560
Saved in:
8
On biases in tests of the expectations hypothesis of the term structure of interest rates
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1996
Persistent link: https://www.econbiz.de/10000967002
Saved in:
9
Analytical solutions for the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10001184869
Saved in:
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