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Gerlach, Stefan
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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, …
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2003
Persistent link: https://www.econbiz.de/10001903065
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2
Strategic experimentation with poisson bandits
Keller, R. Godfrey
;
Rady, Sven
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2009
Persistent link: https://www.econbiz.de/10003836087
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3
Option-based credit spreads
Culp, Christopher L.
;
Nozawa, Yoshio
;
Veronesi, Pietro
-
2014
Persistent link: https://www.econbiz.de/10010465600
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4
Time-series and cross-section information in affine term structure models
Jong, Frank de
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1999
Persistent link: https://www.econbiz.de/10013422714
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5
Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul
;
Faure-Grimaud, Antoine
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2000
Persistent link: https://www.econbiz.de/10001499414
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6
Reading interest rate and bond futures options' smiles around the 1997 French snap election
Coutant, Sophie
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1998
Persistent link: https://www.econbiz.de/10013422626
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7
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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8
Term-structure estimation with survey data on interest rate forecasts
Kim, Don H.
;
Orphanides, Athanasios
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2005
Persistent link: https://www.econbiz.de/10003226092
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9
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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10
High yields : the spread on German interest rates
Favero, Carlo A.
-
1996
Persistent link: https://www.econbiz.de/10013422193
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