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Uncertainty and the yield curve
Hackworth, J. F.
- In:
Economics letters
98
(
2008
)
3
,
pp. 259-268
Persistent link: https://www.econbiz.de/10003719196
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2
Size matters for liquidity: Evidence from EMU sovereign yield spreads
Gómez Puig, Marta
- In:
Economics letters
90
(
2006
)
2
,
pp. 156-162
Persistent link: https://www.econbiz.de/10003275734
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3
The exchange rate-interest differential relationship in six East Asian countries
Bautista, Carlos C.
- In:
Economics letters
92
(
2006
)
1
,
pp. 137-142
Persistent link: https://www.econbiz.de/10003336534
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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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5
How well do experts predict interbank loan rates and spreads?
Baghestani, Hamid
- In:
Economics letters
109
(
2010
)
1
,
pp. 4-6
Persistent link: https://www.econbiz.de/10008806714
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6
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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7
Real exchange rates and real interest differentials for sectoral data : a dynamic SUR approach
Kim, Jaebeom
- In:
Economics letters
97
(
2007
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10003575586
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8
Affine Nelson-Siegel model
Alfaro, Rodrigo
- In:
Economics letters
110
(
2011
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009241656
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9
Risk and return : is there an unholy cycle of ratings and yields?
Shagi, Makram el-
;
Schweinitz, Gregor von
- In:
Economics letters
129
(
2015
),
pp. 49-51
Persistent link: https://www.econbiz.de/10011421939
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10
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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