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Time varying term premia and risk : the case of the Spanish interbank money market
Robles Fernández, M. Dolores; Flores de Frutos, Rafael - In: Applied financial economics 10 (2000) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10001526279
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The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John - In: Applied financial economics 9 (1999) 3, pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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A solution to the equity premium and risk-free rate puzzles : an empirical investigation using Japanese data
Maki, Atsushi; Sonoda, Tadashi - In: Applied financial economics 12 (2002) 8, pp. 601-612
Persistent link: https://www.econbiz.de/10001677021
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Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data
Nowman, Kalid Ben - In: Applied financial economics 21 (2011) 13/15, pp. 1069-1078
Persistent link: https://www.econbiz.de/10009317436
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Significance of risk modelling in the term structure of interest rates
Halkos, George E.; Papadamou, Stephanos T. - In: Applied financial economics 17 (2007) 1/3, pp. 237-247
Persistent link: https://www.econbiz.de/10003427069
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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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New insights on the US OIS spreads term structure during the recent financial turmoil
Morana, Claudio - In: Applied financial economics 24 (2014) 4/6, pp. 291-317
Persistent link: https://www.econbiz.de/10010399449
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An empirical analysis of dynamic dependences in the European corporate credit markets : bonds versus credit derivatives
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio - In: Applied financial economics 24 (2014) 7/9, pp. 605-619
Persistent link: https://www.econbiz.de/10010402682
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Sovereign risk and its changing effects on bond duration during financial crisis
Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: Applied financial economics 24 (2014) 22/24, pp. 1465-1477
Persistent link: https://www.econbiz.de/10010460096