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~person:"Carcano, Nicola"
~person:"Renne, Jean-Paul"
~person:"Wolters, Jürgen"
~type_genre:"Book section"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Carcano, Nicola
Renne, Jean-Paul
Wolters, Jürgen
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Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
2
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Developments in macro-finance Yield curve modelling
1
Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
1
Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
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ECONIS (ZBW)
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Adjusting principal component analysis for model errors
Carcano, Nicola
- In:
Modern multi-factor analysis of bond portfolios : …
,
(pp. 6-20)
.
2016
Persistent link: https://www.econbiz.de/10011458161
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2
Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola
;
Dall'O, Hakim
- In:
Modern multi-factor analysis of bond portfolios : …
,
(pp. 21-46)
.
2016
Persistent link: https://www.econbiz.de/10011458165
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3
Compound autoregressive processes and defaultable bond pricing
Monfort, Alain
;
Renne, Jean-Paul
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 141-168)
.
2014
Persistent link: https://www.econbiz.de/10010254023
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4
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Wolters, Jürgen
- In:
Contributions to modern econometrics : from data …
,
(pp. 271-282)
.
2002
Persistent link: https://www.econbiz.de/10001905329
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5
Untersuchung der Renditestruktur am deutschen Kapitalmarkt 1970 - 1996
Wolters, Jürgen
- In:
Spekulation, Preisbildung und Volatilität auf Finanz- …
,
(pp. 129-152)
.
1998
Persistent link: https://www.econbiz.de/10001322897
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6
Zur ökonometrischen Modellierung kurz- und langfristiger Abhängigkeiten : dargestellt am Beispiel der Zinsstruktur
Wolters, Jürgen
- In:
Neuere Entwicklungen in der angewandten Ökonometrie : …
,
(pp. 155-176)
.
1990
Persistent link: https://www.econbiz.de/10001310001
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