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~person:"Bauer, Michael D."
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Bauer, Michael D.
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Restrictions on Risk Prices in Dynamic Term Structure Models
Bauer, Michael D.
-
2015
Restrictions on the risk-pricing in dynamic term structure models (DTSMs) can unleash the power of
no-arbitrage
by …
Persistent link: https://www.econbiz.de/10010500406
Saved in:
2
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
-
2015
Restrictions on the risk-pricing in dynamic term structure models (DTSMs) can unleash the power of
no-arbitrage
by …
Persistent link: https://www.econbiz.de/10010491726
Saved in:
3
Restrictions on Risk Prices in Dynamic Term Structure Models
Bauer, Michael D.
-
CESifo
-
2015
Restrictions on the risk-pricing in dynamic term structure models (DTSMs) can unleash the power of
no-arbitrage
by …
Persistent link: https://www.econbiz.de/10011200050
Saved in:
4
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
Saved in:
5
Nominal interest rates and the news
Bauer, Michael D.
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
2/3
,
pp. 295-331
Persistent link: https://www.econbiz.de/10010519170
Saved in:
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