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Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975531
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The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis
Contessi, Silvio; De Pace, Pierangelo - 2011
Persistent link: https://www.econbiz.de/10009380039
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How did the financial crisis alter the correlations of U.S. yield spreads?
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - 2013
Persistent link: https://www.econbiz.de/10009704261
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Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis
Chang, Su-Hsin; Contessi, Silvio; Francis, Johanna L. - 2013
Persistent link: https://www.econbiz.de/10010193412
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Pitfalls in estimating jump-diffusion models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000994072
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Maximum likelihood estimation of non-linear continuous-time term-structure models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975535