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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
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2
Estimating time varying risk premia in the term structure : the ARCH-M model
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10001020996
Saved in:
3
Endogenous liquidity and defaultable bonds
He, Zhiguo
;
Milbradt, Konstantin
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
4
,
pp. 1443-1508
Persistent link: https://www.econbiz.de/10010506461
Saved in:
4
Search for yield
Martinez-Miera, David
;
Repullo, Rafael
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
2
,
pp. 351-378
Persistent link: https://www.econbiz.de/10011778646
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5
A
theory
of the term structure of interest rates
Cox, John C.
;
Ingersoll jr., Jonathan E.
;
Ross, Stephen A.
- In:
Econometrica : journal of the Econometric Society, an …
53
(
1985
)
2
,
pp. 385-407
Persistent link: https://www.econbiz.de/10002034261
Saved in:
6
Term structures of credit spreads with incomplete accounting information
Duffie, Darrell
;
Lando, David
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 633-664
Persistent link: https://www.econbiz.de/10001580789
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7
Dynamic choices of hyperbolic consumers
Harris, Christopher
;
Laibson, David I.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 935-957
Persistent link: https://www.econbiz.de/10001594724
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8
A unique costly contemplation representation
Ergin, Haluk İ.
;
Sarver, Todd
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
4
,
pp. 1285-1339
Persistent link: https://www.econbiz.de/10008662102
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9
Dynamic identification of dynamic stochastic general equilibrium models
Komunjer, Ivana
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1995-2032
Persistent link: https://www.econbiz.de/10009425107
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10
Testing models of low-frequency variability
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 979-1016
Persistent link: https://www.econbiz.de/10003765857
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