//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Faff, Robert"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Two-factor model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Longstaff–Schwartz two-factor model
1
multi-country test
1
real yield data
1
term structure
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Faff, Robert
Chung, San-Lin
2
Miao, Daniel Wei-Chung
2
Shih, Pai-Ta
2
Tseng, Chung-Li
2
Albiol, Hortensia Fontanals
1
Bao, Jianhai
1
Bellman, Steven
1
Bruwer, Johan
1
Cohen, Justin
1
Fan, Kun
1
Faulkner, Margaret
1
Galisteo, Merche
1
Hassan, M. Kabir
1
Hossain, Mohammed Sawkat
1
Kabir, Sarkar Humayun
1
Koutmos, Gregory
1
Kuttu, Saint
1
Lence, Sergio H.
1
Liu, Jia
1
Michelon, Aaron
1
Mukherjee, Jaydeep
1
Nam, Suk Kyung
1
Nunes, Cláudia
1
Oliveira, Carlos
1
Park, Hyung In
1
Philippatos, George
1
Pimentel, Rita
1
Scruggs, John T.
1
Shen, Yang
1
Siu, Tak Kuen
1
Treepongkaruna, Sirimon
1
Uddin, Md Hamid Uddin
1
Valle, Lourdes Gomez del
1
Wang, Rongming
1
Yuan, Chenggui
1
Zhang, Tianyang
1
more ...
less ...
Published in...
All
Australian Journal of Management
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data
Faff, Robert
;
Treepongkaruna, Sirimon
- In:
Australian Journal of Management
38
(
2013
)
2
,
pp. 333-352
. Our findings support the superiority of the
two-factor
model
. We confirm general reliability of prior research in this …
Persistent link: https://www.econbiz.de/10011135746
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->