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Interest rate differentials, market integration, and the efficiency of commodity futures markets
Jumah, Adusei; Karbuz, Sohbet; Rünstler, Gerhard - In: Applied financial economics 9 (1999) 1, pp. 101-108
Persistent link: https://www.econbiz.de/10001363845
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A decomposition of the term structure model of Heath, Jarrow and Morton
Guo, Chen - In: Applied financial economics 8 (1998) 2, pp. 111-118
Persistent link: https://www.econbiz.de/10001244130
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Testing the expectations theory in a market of short-term financial assets
Prats Albentosa, María Asuncíon - In: Applied financial economics 8 (1998) 2, pp. 101-109
Persistent link: https://www.econbiz.de/10001244134
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Testing the expectations model of the term structure in times of financial transition
McDermott, C. John - In: Applied financial economics 8 (1998) 6, pp. 663-669
Persistent link: https://www.econbiz.de/10001253245
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An application of generalized Vasicek term structure models to the UK gilt-edged market : a Kalman filtering analysis
Babbs, Simon H. - In: Applied financial economics 8 (1998) 6, pp. 637-644
Persistent link: https://www.econbiz.de/10001253268
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The Australian yield curve as a leading indicator of consumption growth
Fisher, Chay - In: Applied financial economics 8 (1998) 6, pp. 627-635
Persistent link: https://www.econbiz.de/10001253294
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New evidence on the expectations theory of the term structure of Australian Commonwealth Government Treasury yields
Guest, Ross - In: Applied financial economics 8 (1998) 1, pp. 81-87
Persistent link: https://www.econbiz.de/10001240658
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The information on inflation in the Australian term structure
Alles, Lakshman - In: Applied financial economics 7 (1997) 6, pp. 721-730
Persistent link: https://www.econbiz.de/10001240744
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Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied financial economics 24 (2014) 1/3, pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
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Fitting term structure of interest rates using B-splines : the case of Taiwanese Government bonds
Lin, Bing-huei - In: Applied financial economics 12 (2002) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10001646097