Similar Search Results

Immunization strategies and term structure estimations

Prisman, Eliezer Zeev - 1988

Persistent link: https://www.econbiz.de/10000744264

On the existence & geometry of pricing operators in markets with realistic transactions costs

Prisman, Eliezer Zeev - 1987

Persistent link: https://www.econbiz.de/10000744266

Duration measures for specific term sturcture estimations and applications to bond portfolio immunization

Prisman, Eliezer Zeev; Shores, Marilyn R. - 1987

Persistent link: https://www.econbiz.de/10000744493

Duality and estimation of the term structure of interest rates

Prisman, Eliezer Zeev; Schnytzer, Adi - 1988

Persistent link: https://www.econbiz.de/10000748104

Constructing a test for the tax-clientele effects in the bonds market

Katz, Eliakim; Prisman, Eliezer Zeev - 1988

Persistent link: https://www.econbiz.de/10000762935

Financial assets returns, tax-clienteles and no-arbitrage conditions

Prisman, Eliezer Zeev - 1988

Persistent link: https://www.econbiz.de/10000762938

Clientele effect, arbitrage and term structure estimation

Prisman, Eliezer Zeev - 1988

Persistent link: https://www.econbiz.de/10000762939

On the relative importance of duration constrain[t]s

Paroush, Jacob; Prisman, Eliezer Zeev - 1988

Persistent link: https://www.econbiz.de/10000766979

Immunization in markets with tax clientele effects : evidence from the Canadian market

Prisman, Eliezer Zeev; Tian, Yisong Sam - 1992

Persistent link: https://www.econbiz.de/10000877751

Beggar-thyself or beggar-thy-neighbour? : the welfare effects of monetary policy

Tervala, Juha; Engler, Philipp - 2010

This paper examines whether monetary expansion is a beggar-thyself or beggar-thy-neighbour policy. Obstfeld and Rogoff (1995) show that monetary expansion under producer currency pricing increases domestic and foreign overall welfare, in cases where the crosscountry substitutability is high. If...

Persistent link: https://www.econbiz.de/10003962839