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ECONIS (ZBW)
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1
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
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2005
Persistent link: https://www.econbiz.de/10002754751
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2
Interest rates and
bond
financed deficits in a Ricardian two-party demography
Minford, Patrick
-
1985
Persistent link: https://www.econbiz.de/10000685483
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3
What calls to arms? : international evidence on interest rates and the choice of adjustable rate mortages
Bădărinză, Cristian
;
Campbell, John Y.
;
Ramadorai, Tarun
-
2014
Persistent link: https://www.econbiz.de/10010409108
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4
Real interest rates, inflation, and default
Hur, Sewon
;
Kondo, Illenin
;
Perri, Fabrizio
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2018
Persistent link: https://www.econbiz.de/10012110442
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5
International evidence on professional interest rates forecasts : the impact of forecasting ability
Cukierman, Alex
;
Lustenberger, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011820073
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6
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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7
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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8
Predicting the VIX and the
volatility
risk premium : what's credit and commodity
volatility
risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
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9
Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10013423320
Saved in:
10
Price
volatility
and futures margins
Hardouvelis, Gikas A.
;
Kim, Dongcheol
-
1995
Persistent link: https://www.econbiz.de/10000564035
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