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Predictive ability of financial variables in changing economic circumstances
Kuosmanen, Petri; Rahko, Jaana; Vataja, Juuso - In: The North American journal of economics and finance : a … 47 (2019), pp. 37-47
Persistent link: https://www.econbiz.de/10012117803
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Reactions of US government bond yields to explicit FOMC forward guidance
Moessner, Richhild - In: The North American journal of economics and finance : a … 33 (2015), pp. 217-233
Persistent link: https://www.econbiz.de/10011535214
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Monetary transmission right from the start : on the information content of the Eurosystem's main refinancing operations
Abbassi, Puriya; Nautz, Dieter - In: The North American journal of economics and finance : a … 23 (2012) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10009673894
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Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei; Wang, Shin-yun; Chen, Carl R.; Xu, Lian-Wen - In: The North American journal of economics and finance : a … 42 (2017), pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
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Mean reversion in US and international short rates
Christiansen, Charlotte - In: The North American journal of economics and finance : a … 21 (2010) 3, pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
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Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang; Deng, Dongya; Lai, Yongzeng - In: The North American journal of economics and finance : a … 34 (2015), pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
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The expectations hypothesis and decoupling of short- and long-term US interest rates : a pairwise approach
Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: The North American journal of economics and finance : a … 34 (2015), pp. 301-313
Persistent link: https://www.econbiz.de/10011540004
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Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon; Zheng, Wen-Jie; Lin, Chao-Yang; Lin, … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
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"Global factors, international spillovers, and the term structure of interest rates : new evidence for Asian Countries"
Guerello, Chiara; Tronzano, Marco - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012659596
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Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012665111