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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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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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Curve momentum
Paschke, Raphael; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 113 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
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Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios; Avdoulas, Christos; Hassapis, Christis - In: International review of financial analysis 55 (2018), pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
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The term structure of interest rates with housing
Vergara-Alert, Carles - In: Journal of banking & finance 94 (2018), pp. 221-234
Persistent link: https://www.econbiz.de/10011966580
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Default probabilities of privately held firms
Duan, Jin-Chuan; Kim, Baeho; Kim, Woojin; Shin, Donghwa - In: Journal of banking & finance 94 (2018), pp. 235-250
Persistent link: https://www.econbiz.de/10011966607
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Up- and downside variance risk premia in global equity markets
Held, Matthias; Kapraun, Julia; Omachel, Marcel; … - In: Journal of banking & finance 118 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012521039
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A consumption-based term structure model of bonds and equity
Suzuki, Masataka - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543974
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Dissecting the yield curve : the international evidence
Berardi, Andrea; Plazzi, Alberto - In: Journal of banking & finance 134 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013400006