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~isPartOf:"Journal of financial economics"
~isPartOf:"The review of financial studies"
~person:"Amromin, Gene"
~person:"Singleton, Kenneth J."
~subject:"Finanzkrise"
~subject:"Wirkungsanalyse"
~subject:"Zinsstruktur"
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Amromin, Gene
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Journal of financial economics
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Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Wei Yang
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
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2
The role of securitization in mortgage renegotiation
Agarwal, Sumit
;
Amromin, Gene
;
Ben-David, Itzhak
; …
- In:
Journal of financial economics
102
(
2011
)
3
,
pp. 559-578
Persistent link: https://www.econbiz.de/10009409741
Saved in:
3
A new perspective on Gaussian dynamic term structure models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
Saved in:
4
Term structure dynamics in theory and reality
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
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