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Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte - In: International review of financial analysis 17 (2008) 5, pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
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An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo - In: International review of financial analysis 14 (2005) 2, pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
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Modeling volatility and changes in the swap spread
In, Francis Haeuck; Brown, Rob; Fang, Victor - In: International review of financial analysis 12 (2003) 5, pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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Time-varying risk premium yield spread effect in term structure and global financial crisis : evidence from Europe
Choudhry, Taufiq - In: International review of financial analysis 48 (2016), pp. 303-311
Persistent link: https://www.econbiz.de/10011624526
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Information and volatility linkage under external shocks evidence from dually listed Australian stocks
Alaganar, Vairamuththu T.; Bhar, Ramaprasad - In: International review of financial analysis 11 (2002) 1, pp. 59-71
Persistent link: https://www.econbiz.de/10001745211
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Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets
Chng, Michael; Gannon, Gerard L. - In: International review of financial analysis 12 (2003) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10001769954
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Portfolio maturity choice of Australian cash management trusts
Davis, Kevin T. - In: International review of financial analysis 17 (2008) 5, pp. 1173-1185
Persistent link: https://www.econbiz.de/10003792470
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Scaling the volatility of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A.; Ellis, Craig; Hogan, Warren Pat - In: International review of financial analysis 11 (2002) 3, pp. 331-344
Persistent link: https://www.econbiz.de/10001715983
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The dynamics of Australian dollar bonds with different credit qualities
Batten, Jonathan A.; Hogan, Warren Pat; Pynnönen, Seppo - In: International review of financial analysis 9 (2000) 4, pp. 389-404
Persistent link: https://www.econbiz.de/10001545827
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The impact of macroeconomic news sentiment on interest rates
Audrino, Francesco; Offner, Eric A. - In: International review of financial analysis 94 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014543983