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Identifiability, cointegration and the gravity model
Hunt, Andrew; Blake, David - In: Insurance / Mathematics & economics 78 (2018), pp. 360-368
Persistent link: https://www.econbiz.de/10011825323
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The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos; Bekiros, Stelios; Lucey, Brian M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
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The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon; Scrimgeour, Frank G. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
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Two-dimensional kernel smoothing of mortality surface : an evaluation of cohort strength
Li, Han; O'Hare, Colin; Vahid, Farshid - In: Journal of forecasting 35 (2016) 6, pp. 553-563
Persistent link: https://www.econbiz.de/10011595980
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Modelling mortality for pension schemes
Hunt, Andrew; Blake, David - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 601-629
Persistent link: https://www.econbiz.de/10011729641
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Pitfalls and merits of cointegration-based mortality models
Jarner, Søren F.; Jallbjørn, Snorre - In: Insurance / Mathematics & economics 90 (2020), pp. 80-93
Persistent link: https://www.econbiz.de/10012169501
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Estimates of the causal effects of education on earnings over the life cycle with cohort effects and endogenous education
Migali, Giuseppe; Walker, Ian - In: CESifo economic studies : CESifo, a joint initiative of … 64 (2018) 3, pp. 516-544
Persistent link: https://www.econbiz.de/10012030148
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - 2014
Persistent link: https://www.econbiz.de/10010409119
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Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
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Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691