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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"
~person:"Bekaert, Geert"
~person:"Fergusson, Kevin"
~person:"Kimmel, Robert"
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Search: subject_exact:"Zinsstrukturmodell"
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4
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4
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Bekaert, Geert
Fergusson, Kevin
Kimmel, Robert
Chiarella, Carl
11
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8
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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
NBER working paper series
9
NBER Working Paper
8
Working paper / National Bureau of Economic Research, Inc.
8
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ECONIS (ZBW)
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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
A note on the Dai-Singleton canonical representation of affine term structure models
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 509-519
Persistent link: https://www.econbiz.de/10008667011
Saved in:
5
Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10008702741
Saved in:
6
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:
7
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
Saved in:
8
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:
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