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A re-examination of real interest parity in ceecs using "old" and "new" second-generation panel unit root tests
Albulescu, Claudiu Tiberiu; Pépin, Dominique; Tiwari, … - In: Bulletin of economic research 68 (2016) 2, pp. 133-150
Persistent link: https://www.econbiz.de/10011496421
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Real interest parity : evidence from trade partnerships
Ibn Boamah, Mustapha - In: Review of financial economics : RFE 36 (2018) 3, pp. 199-205
Persistent link: https://www.econbiz.de/10011948585
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Measuring the end of the European financial crisis : a test for 'ins' and 'outs'
Lin, Ya-Chi; Yeh, Kuo-Chun - In: The economics of transition 25 (2017) 4, pp. 663-680
Persistent link: https://www.econbiz.de/10011756683
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A semi-parametric study on dynamic linkages among international real interest rates
You, Zhongyuan; Goodwin, Barry K.; Guney, Selin - In: International review of economics & finance : IREF 86 (2023), pp. 215-229
Persistent link: https://www.econbiz.de/10014431312
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Defaultable term structures driven by semimartingales
Gümbel, Sandrine; Schmidt, Thorsten - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
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Term spreads, forward rates and yield curve forecasts
Tomat, Gian Maria - In: Research in economics : an international review of economics 75 (2021) 2, pp. 152-163
Persistent link: https://www.econbiz.de/10012793289
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Cost of capital : spot rate or forward rate?
Qi, H.; Xie, Yan Alice - In: Applied economics 48 (2016) 40/42, pp. 3804-3811
Persistent link: https://www.econbiz.de/10011628093
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Measurement of interest rates using a convex optimization model
Blomvall, Jörgen - In: European journal of operational research : EJOR 256 (2017) 1, pp. 308-316
Persistent link: https://www.econbiz.de/10011611272
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Dynamic defaultable term structure modeling beyond the intensity paradigm
Gehmlich, Frank; Schmidt, Thorsten - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 211-239
Persistent link: https://www.econbiz.de/10011969156
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Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis
Kariya, Takeaki; Wang, Jingsui; Wang, Zhu; Doi, Eiichi; … - In: Asia-Pacific Financial Markets 19 (2012) 3, pp. 259-292
In his book (1993) Kariya proposed a government bond (GB) pricing model that simultaneously values individual fixed-coupon (non-defaultable) bonds of different coupon rates and maturities via a discount function approach, and Kariya and Tsuda (Financ Eng Japanese Mark 1:1–20, <CitationRef CitationID="CR11">1994</CitationRef>) verified...</citationref>
Persistent link: https://www.econbiz.de/10010989073