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How should the distant future be discounted when discount rates are uncertain?
Gollier, Christian; Weitzman, Martin L. - In: Economics letters 107 (2010) 3, pp. 350-353
Persistent link: https://www.econbiz.de/10008648223
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The term structure of interest rates under regime shifts and jumps
Wu, Shu; Zeng, Yong - In: Economics letters 93 (2006) 2, pp. 215-221
Persistent link: https://www.econbiz.de/10003391916
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Prediction bias correction for dynamic term structure models
Raviv, Eran - In: Economics letters 129 (2015), pp. 112-115
Persistent link: https://www.econbiz.de/10011422051
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The zero lower bound and movements in the term structure of interest rates
Grisse, Christian - In: Economics letters 131 (2015), pp. 66-69
Persistent link: https://www.econbiz.de/10011422639
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Time varying price discovery
Avino, Davide; Lazar, Emese; Varotto, Simone - In: Economics letters 126 (2015), pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
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Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia; Li, Jiaxiong - In: Economics letters 125 (2014) 2, pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
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Co-monotonicity : toward a utility function capturing envy
Levy, Moshe - In: Economics letters 114 (2012) 1, pp. 16-19
Persistent link: https://www.econbiz.de/10009515857
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The term structure of implied dividend yields and expected returns
Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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Testing the predictive power of the term structure without data snooping bias
Kao, Yi-cheng; Kuan, Chung-ming; Chen, Shikuan - In: Economics letters 121 (2013) 3, pp. 546-549
Persistent link: https://www.econbiz.de/10010394211
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Drift and diffusion function specification for short-term interest rates
Lee, Myoung-jae; Li, Wen-juan - In: Economics letters 86 (2005) 3, pp. 339-346
Persistent link: https://www.econbiz.de/10002680054