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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
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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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Asset price reactions to RPI announcements
Joyce, Michael A. S.; Read, Vicky - In: Applied financial economics 12 (2002) 4, pp. 253-270
Persistent link: https://www.econbiz.de/10001671107
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Currency option pricing in a credible exchange rate target zone
Veestraeten, Dirk - In: Applied financial economics 23 (2013) 10/12, pp. 951-962
Persistent link: https://www.econbiz.de/10009772210
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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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The term structure of interest rates under rational expectations : some international evidence
MacDonald, Ronald - In: Applied financial economics 1 (1991) 4, pp. 211-221
Persistent link: https://www.econbiz.de/10001136582
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Time-varying risk premia in the term structure of interest rates in New Zealand
Margaritis, Dimitris - In: Applied financial economics 4 (1994) 2, pp. 111-120
Persistent link: https://www.econbiz.de/10001160476
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A cointegration analysis of Danish zero-coupon bond yields
Engsted, Tom - In: Applied financial economics 4 (1994) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10001164678
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The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J. - In: Applied financial economics 5 (1995) 5, pp. 273-283
Persistent link: https://www.econbiz.de/10001189983
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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