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Stock liquidity and the Taylor rule
Jiang, Lei - In: Journal of empirical finance 28 (2014), pp. 202-214
Persistent link: https://www.econbiz.de/10011285067
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Is long memory necessary? : an empirical investigation of nonnegative interest rate processes
Duan, Jin-Chuan; Jacobs, Kris - In: Journal of empirical finance 15 (2008) 3, pp. 567-581
Persistent link: https://www.econbiz.de/10003759664
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Evaluating stochastic discount factors from term structure models
Farnsworth, Heber K. - In: Journal of empirical finance 16 (2009) 5, pp. 852-861
Persistent link: https://www.econbiz.de/10003900416
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The implied volatility term structure of stock index options
Mixon, Scott - In: Journal of empirical finance 14 (2007) 3, pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
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Modeling the Euro overnight rate
Benito, Francis; León Valle, Ángel Manuel; Nave … - In: Journal of empirical finance 14 (2007) 5, pp. 756-782
Persistent link: https://www.econbiz.de/10003610012
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Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables
Lekkos, Ilias - In: Journal of empirical finance 14 (2007) 5, pp. 783-817
Persistent link: https://www.econbiz.de/10003610016
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Modeling the dynamics of inflation compensation
Jochmann, Markus; Koop, Gary; Potter, Simon M. - In: Journal of empirical finance 17 (2010) 1, pp. 157-167
Persistent link: https://www.econbiz.de/10003943970
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Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi H.; McKenzie, Michael D.; Smith, L. Vanessa - In: Journal of empirical finance 16 (2009) 2, pp. 430-445
Persistent link: https://www.econbiz.de/10003856815
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Structural change in the forward discount : implications for the forward rate unbiasedness hypothesis
Sakoulis, Georgios; Zivot, Eric; Choi, Kyongwook - In: Journal of empirical finance 17 (2010) 5, pp. 957-966
Persistent link: https://www.econbiz.de/10009267231
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Pricing the term structure of inflation risk premia : theory and evidence from TIPS
Chen, Ren-Raw; Liu, Bo; Cheng, Xiaolin - In: Journal of empirical finance 17 (2010) 4, pp. 702-721
Persistent link: https://www.econbiz.de/10009267256