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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
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Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications
Kalda, Ankit; Siddiqui, Sikandar - In: Applied financial economics 23 (2013) 7/9, pp. 671-684
Persistent link: https://www.econbiz.de/10009750636
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Comparing forecasting ability of parametric and non-parametric methods : an application with Canadian monthly interest rates
Saltoǧlu, Burak - In: Applied financial economics 13 (2003) 3, pp. 169-176
Persistent link: https://www.econbiz.de/10001742845
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Domestic and external factors in interest rate determination
Caporale, Guglielmo M.; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000147735
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Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000899880
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The Fisher hypothesis, fiscal theories of inflation and debt neutrality : a cointegration and causality analysis
Caporale, Guglielmo Maria; Pittis, Nikitas - 1995
Persistent link: https://www.econbiz.de/10000910191
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Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria; Pittis, Nikitas; … - 1997
Persistent link: https://www.econbiz.de/10000962390
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Bond markets and macroeconomic performance
Caporale, Guglielmo Maria; Williams, Geoffrey - 1998
Persistent link: https://www.econbiz.de/10000988852
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International linkages in short and long-term interest rates
Caporale, Guglielmo Maria; Williams, Geoffrey - 1998
Persistent link: https://www.econbiz.de/10000989043
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Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Maria; Pittis, Nikitas; Prodromidis, Kyprianos - 1997
Persistent link: https://www.econbiz.de/10000628623