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What matters when? : the impact of ECB communication on financial market expectations
Lamla, Michael; Lein-Rupprecht, Sarah M. - In: Applied economics 43 (2011) 28/30, pp. 4289-4309
Persistent link: https://www.econbiz.de/10009388212
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Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle
Lapshin, Victor - In: Applied economics 54 (2022) 2, pp. 135-144
Persistent link: https://www.econbiz.de/10012873873
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Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan; Virmani, Vineet - In: Applied economics 54 (2022) 6, pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
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A nonparametric method for term structure fitting with automatic smoothing
Kaushanskiy, Vadim; Lapshin, Victor - In: Applied economics 48 (2016) 58/60, pp. 5654-5666
Persistent link: https://www.econbiz.de/10011772026
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Asymmetric correlations in gold and other financial markets
Miyazaki, T.; Hamori, Shigeyuki - In: Applied economics 48 (2016) 46/48, pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
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Bond market and stock market integration in Europe : a smooth transition approach
Berben, Robert-Paul; Jansen, Willem Jos - In: Applied economics 41 (2009) 22/24, pp. 3067-3080
Persistent link: https://www.econbiz.de/10003895067
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Modelling the interactions across international stock, bond and foreign exchange markets
Hakim, Abdul; McAleer, Michael - In: Applied economics 42 (2010) 7/9, pp. 825-850
Persistent link: https://www.econbiz.de/10003991754
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Expected risk and excess returns predictability in emerging bond markets
Lin, Chih-ling; Wang, Ming-chieh; Gau, Yin-feng - In: Applied economics 39 (2007) 10/12, pp. 1511-1529
Persistent link: https://www.econbiz.de/10003511936
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Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine - In: Applied economics 46 (2014) 31/33, pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
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Merton model's prediction and empirical evidence on bond and equity prices reaction to new bond issues
Chen, Fan - In: Applied economics 54 (2022) 9, pp. 974-995
Persistent link: https://www.econbiz.de/10012874920