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Forecasting inflation from the term structure
Tzavalis, Elias; Wickens, Michael R. - 1995
Persistent link: https://www.econbiz.de/10000939712
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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
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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
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An empirical comparison of default swap pricing models
Houweling, Patrick (contributor); Vorst, Ton (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
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Measuring credit spread risk : incorporating the tails
Campbell, Rachel (contributor); Huisman, Ronald (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
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Macro factors and the term structure of interest rates
Dewachter, Hans (contributor); Lyrio, Marco (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772014
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A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus; Sondermann, Dieter - 1991
Persistent link: https://www.econbiz.de/10000815479
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The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias; Wickens, Michael R. - 1994
Persistent link: https://www.econbiz.de/10000895299