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Pricing credit derivatives with rating transitions
Acharya, Viral V.; Das, Sanjiv R.; Sundaram, Rangarajan K. - 2002
Persistent link: https://www.econbiz.de/10013423919
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Understanding the forward premium puzzle : a microstructure approach
Burnside, Craig; Eichenbaum, Martin S.; Rebelo, Sérgio - 2007
Persistent link: https://www.econbiz.de/10003515883
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Forecasting the spot exchange rate with the term structure of forward premia : multivariate threshold cointegration
Tol, Michel R. van; Wolff, Christiaan Cornelis Petrus - 2005
Persistent link: https://www.econbiz.de/10002754770
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Federal funds rate prediction
Sarno, Lucio - 2004
Persistent link: https://www.econbiz.de/10013424490
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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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The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - 2002
Persistent link: https://www.econbiz.de/10013423845
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Exchange rate dynamics, learning and misperception
Gourinchas, Pierre-Olivier - 2003
Persistent link: https://www.econbiz.de/10013424247
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The term structure of redenomination risk
Bayer, Christian; Kim, Chi Hyun; Kriwoluzky, Alexander - 2018
Persistent link: https://www.econbiz.de/10011919132
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Manipulation of metals futures : lessons from sumitomo
Gilbert, Christopher L. - 1997
Persistent link: https://www.econbiz.de/10000619050