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A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M. - In: Applied financial economics 24 (2014) 10/12, pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
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A simple graphical method to explore tail-dependence in stock-return pairs
Abberger, Klaus - In: Applied financial economics 15 (2005) 1, pp. 43-51
Persistent link: https://www.econbiz.de/10002529598
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Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied financial economics 22 (2012) 16/18, pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken; Rebonato, Riccardo - In: Applied financial economics 18 (2008) 18/21, pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
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Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency
Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: Applied financial economics 15 (2005) 17, pp. 1213-1218
Persistent link: https://www.econbiz.de/10003228793
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An examination of the information role of the yield spread and stock returns for predicting future GDP
Li, Ning; Ayling, David E.; Hodgkinson, Lynn - In: Applied financial economics 13 (2003) 8, pp. 593-597
Persistent link: https://www.econbiz.de/10001770839
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Options trading profits from correlation forecasts
Chong, James - In: Applied financial economics 14 (2004) 15, pp. 1075-1085
Persistent link: https://www.econbiz.de/10002390885
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Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Applied financial economics 14 (2004) 4, pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
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A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj - In: Applied financial economics 23 (2013) 22/24, pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262