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The term structure of interest rates, the expectations hypothesis and international financial integration : evidence from Asian economies
Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: International review of economics & finance : IREF 20 (2011) 4, pp. 679-689
Persistent link: https://www.econbiz.de/10009303888
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A comparison of the information in the LIBOR and CMT term structures of interest rates
Brooks, Robert; Cline, Brandon N.; Enders, Walter - In: Journal of banking & finance 54 (2015), pp. 239-253
Persistent link: https://www.econbiz.de/10011377823
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The expectations hypothesis : new hope or illusory support?
Boonlert Jitmaneeroj; Wood, Andrew - In: Journal of banking & finance 37 (2013) 3, pp. 1084-1092
Persistent link: https://www.econbiz.de/10009708705
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Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj; Miffre, Joëlle - In: Journal of banking & finance 37 (2013) 7, pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
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Riding the swaption curve
Duyvesteyn, Johan; Zwart, Gerben Jacobus de - In: Journal of banking & finance 59 (2015), pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
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Exploiting commodity momentum along the futures curves
Groot, Wilma de; Karstanje, Dennis; Zhou, Weili - In: Journal of banking & finance 48 (2014), pp. 79-93
Persistent link: https://www.econbiz.de/10010506936
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Bayesian extensions to Diebold-Li term structure model
Laurini, Márcio Poletti; Hotta, Luiz K. - In: International review of financial analysis 19 (2010) 5, pp. 342-350
Persistent link: https://www.econbiz.de/10009272648
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Cross-hedging strategies between CDS spreads and option volatility during crises
Fonseca, José da; Gottschalk, Katrin - In: Journal of international money and finance 49 (2014), pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
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International monetary policy spillovers : linkages between U.S. and South American yield curves
Cavaca, Igor Bastos; Meurer, Roberto - In: International review of economics & finance : IREF 76 (2021), pp. 737-754
Persistent link: https://www.econbiz.de/10013175892
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The term structure of sovereign default risk in EMU member countries and its determinants
Eichler, Stefanie; Maltritz, Dominik - In: Journal of banking & finance 37 (2013) 6, pp. 1810-1816
Persistent link: https://www.econbiz.de/10009741917