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On model selection and Markov switching : a empirical examination of term structure models with regime shifts
Driffill, John; Kenç, Turalay; Sola, Martin; Spagnolo, … - 2003
Persistent link: https://www.econbiz.de/10001903065
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Strategic experimentation with poisson bandits
Keller, R. Godfrey; Rady, Sven - 2009
Persistent link: https://www.econbiz.de/10003836087
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Option-based credit spreads
Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - 2014
Persistent link: https://www.econbiz.de/10010465600
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Time-series and cross-section information in affine term structure models
Jong, Frank de - 1999
Persistent link: https://www.econbiz.de/10013422714
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001499414
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Reading interest rate and bond futures options' smiles around the 1997 French snap election
Coutant, Sophie - 1998
Persistent link: https://www.econbiz.de/10013422626
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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010363319
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Term-structure estimation with survey data on interest rate forecasts
Kim, Don H.; Orphanides, Athanasios - 2005
Persistent link: https://www.econbiz.de/10003226092
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Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O. - 1994
Persistent link: https://www.econbiz.de/10013422078
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High yields : the spread on German interest rates
Favero, Carlo A. - 1996
Persistent link: https://www.econbiz.de/10013422193