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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Maximum likelihood estimation"
~subject:"Risk"
~subject:"Yield curve"
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Maximum likelihood estimation
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561
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Tzavalis, Elias
4
Mikkelsen, Peter
3
Taulbjerg, Jes
3
De Meza, David E.
2
Di Miscia, Orazio
2
Harris, Richard D. F.
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Wickens, Michael R.
2
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1
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1
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1
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1
Damme, Eric E. C. van
1
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1
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1
Genugten, Ben B. van der
1
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1
Guermat, Cherif
1
Güth, Werner
1
Hadri, Kaddour
1
Kristensen, Dennis
1
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1
Raats, V. M.
1
Rahbek, Anders
1
Ritzenberger, Klaus
1
Roon, F. A. de
1
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1
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1
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1
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1
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1
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1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
470
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Ekonomiska forskningsinstitutet <Stockholm>
17
European Commission / Joint Research Centre
15
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11
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9
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8
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8
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8
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7
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7
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7
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6
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6
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5
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5
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5
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5
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5
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4
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4
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4
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4
Rodney L. White Center for Financial Research
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Springer Fachmedien Wiesbaden
4
State University of New York at Albany / Department of Economics
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Discussion papers in economics
10
Discussion paper / Center for Economic Research, Tilburg University
5
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ECONIS (ZBW)
31
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1
The borrower's curse : optimism, finance and entrepreneurship
De Meza, David E.
;
Southey, Clive
-
1995
Persistent link: https://www.econbiz.de/10000912742
Saved in:
2
An introduction to the
theory
and the econometric tests of the rational expectations hypothesis of the term structure of interest rates
Tzavalis, Elias
-
1993
Persistent link: https://www.econbiz.de/10000891677
Saved in:
3
The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000895299
Saved in:
4
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
Saved in:
5
Too few risk takers
Black, Jane M.
;
De Meza, David E.
-
1995
Persistent link: https://www.econbiz.de/10000943423
Saved in:
6
Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
;
Harris, Richard D. F.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000966506
Saved in:
7
The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998640
Saved in:
8
Collateral, heterogeneity in risk attitude and the credit market equilibrium
Coco, Giuseppe
-
1996
Persistent link: https://www.econbiz.de/10000958178
Saved in:
9
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
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