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~isPartOf:"New methods in fixed income modeling : fixed income modeling"
~type_genre:"Book section"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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New methods in fixed income modeling : fixed income modeling
Inflation mechanisms, expectations and monetary policy
14
Zero-coupon yield curves : technical documentation
12
Interest rate modelling after the financial crisis
9
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
9
Monetary policy and the inflation process
9
Monetary policy and the measurement of inflation : prices, wages and expectations
9
The determination of long-term interest rates and exchange rates and the role of expectations
9
Understanding inflation and the implications for monetary policy : a Phillips curve retrospective
9
Decision making under deep uncertainty : from theory to practice
8
Developments in macro-finance Yield curve modelling
8
Quantitative and empirical analysis of nonlinear dynamic macromodels
8
Expectations : theory and applications from historical perspectives
6
Inflation dynamics in Asia and the Pacific
6
Monetary policy under uncertainty and learning : [Eleventh conference of the Central Bank of Chile in monetary policy under uncertainty and learning held in Santiago on 15 - 16. november 2007]
6
Price expectations in goods and financial markets : new developments in theory and empirical research
6
The role of asset prices in the formulation of monetary policy
6
Valuation, financial modeling, and quantitative tools
6
Empirical studies of structural changes and inflation
5
Essays in dynamic general equilibrium theory ; Festschrift for David Cass ; with 3 tables
5
Knowledge, information, and expectations in modern macroeconomics : in honor of Edmund S. Phelps
5
Sunspots and non-linear dynamics : essays in honor of Jean-Michel Grandmont
5
The handbook of fixed income securities
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
4
Inflation dynamics and monetary policy : a symposium sponsored by The Federal Reserve Bank of Kansas City, Jackson Hole, Wyo., Aug. 27 - 29, 2015
4
Macroeconomics at the service of public policy
4
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
4
Monetary policy in transition : theoretical and practical issues
4
Monetary policy with very low inflation in the Pacific Rim : [NBER-East Asia Seminar on Economics, volume 15 ; this volume contains papers from the fifteenth annual East Asian Seminar on Economics, held in Tokyo, Japan, on June 25 - 27, 2004]
4
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
3
Analyse économique des conventions
3
Background studies for the ECB's evaluation of its monetary policy strategy
3
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
3
DSGE models in macroeconomics : estimation, evaluation, and new developments
3
Econometric analysis of financial markets
3
Economic analysis of markets and games : essays in honor of Frank Hahn
3
Endogenous economic fluctuations : studies in the theory of rational beliefs
3
Essays on the determinants of corporate bond yield spreads
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1
Term structure, market
expectations
of the short rate, and expected inflation
Luo, Jian
;
Ye, Xiaoxia
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 3-34)
.
2018
Persistent link: https://www.econbiz.de/10012011569
Saved in:
2
A new approach to CIR short-term rates modelling
Orlando, Giuseppe
;
Mininni, Rosa Maria
;
Bufalo, Michele
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 35-43)
.
2018
Persistent link: https://www.econbiz.de/10012011576
Saved in:
3
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
4
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
5
An overview of post-crisis term structure models
Martin, Marcus R. W.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 85-97)
.
2018
Persistent link: https://www.econbiz.de/10012011580
Saved in:
6
The term structure under non-linearity assumptions : new methods in time series
Vides, José Carlos
;
Iglesias, Jesús
;
Golpe, Antonio A.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 117-136)
.
2018
Persistent link: https://www.econbiz.de/10012011640
Saved in:
7
Affine type analysis for BESQ and CIR processes with applications to mathematical finance
Di Persio, Luca
;
Prezioso, Luca
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 137-148)
.
2018
Persistent link: https://www.econbiz.de/10012011642
Saved in:
8
Dynamic linkages across country yield curves : the effects of global and local yield curve factors on US, UK and GERMAN yields
Coroneo, Laura
;
Garrett, Ian
;
Sanhueza, Javier
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 205-222)
.
2018
Persistent link: https://www.econbiz.de/10012011654
Saved in:
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