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subject:"Forward rate"
(327 results)
1
Mind the (convergence) gap: bond predictability strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
-
2019
-
This version: August 29, 2019
that is otherwise missed by
forward
rates
. Consistent with the argument that CG captures the effect of real imbalances on …
Persistent link: https://www.econbiz.de/10012134247
Saved in:
2
Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
Saved in:
3
Modelling interest payments for macroeconomic assessment
Girón, Celestino
;
Morano, Marta
;
Quilis, Enrique M.
; …
-
2016
Persistent link: https://www.econbiz.de/10011799259
Saved in:
4
Real-world scenarios with negative interest rates based on the LIBOR market model
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 466-482
Persistent link: https://www.econbiz.de/10012129176
Saved in:
5
On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
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