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~person:"Abdymomunov, Azamat"
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Abdymomunov, Azamat
Diebold, Francis X.
10
Krippner, Leo
8
Rudebusch, Glenn D.
8
Dijk, Dick van
7
Ravazzolo, Francesco
7
Demertzidis, Anastasios
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Jeleskovic, Vahidin
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Nyholm, Ken
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Kang, Kyu Ho
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Koopman, Siem Jan
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Raviv, Eran
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Vidova-Koleva, Rositsa
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Annaert, Jan
4
Cremers, Heinz
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Li, Canlin
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Van Landschoot, Astrid
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Zhang, Hairui
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van Dijk, Dick
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Brand, Claus
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Caldeira, João F.
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Cao, Shuo
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Hladíková, Hana
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Korobilis, Dimitris
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Laurini, Márcio Poletti
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Lemke, Wolfgang
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Ma, Jun
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Mesters, Geert
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Neto, Armênio Westin
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Pooter, Michiel De
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Pooter, Michiel de
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Prasanna, Krishna
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Radová, Jarmila
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Schneider, Dieter
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Journal of Banking & Finance
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Can credit spreads help predict a yield curve?
Abdymomunov, Azamat
;
Kang, Kyu Ho
;
Kim, Ki Jeong
- In:
Journal of international money and finance
64
(
2016
),
pp. 39-61
Persistent link: https://www.econbiz.de/10011668377
Saved in:
2
Stress testing interest rate risk exposure
Abdymomunov, Azamat
;
Gerlach, Jeffrey
- In:
Journal of Banking & Finance
49
(
2014
)
C
,
pp. 287-301
on the Nelson-
Siegel
(1987) yield-curve model. We show that our method produces yield-curve scenarios with a wider …
Persistent link: https://www.econbiz.de/10011118062
Saved in:
3
Stress testing interest rate risk exposure
Abdymomunov, Azamat
;
Gerlach, Jeffrey
- In:
Journal of banking & finance
49
(
2014
),
pp. 287-301
Persistent link: https://www.econbiz.de/10010508028
Saved in:
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