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An analytical model of risky y...
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1
Inflation
risk
and optimal monetary policy
Gavin, William T.
(
contributor
); …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740044
Saved in:
2
Term structure of
risk
under alternative econometric specifications
Guidolin, Massimo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003163904
Saved in:
3
The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
-
Version 2
Persistent link: https://www.econbiz.de/10000893012
Saved in:
4
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
Persistent link: https://www.econbiz.de/10000893022
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5
The dynamics of bond yields and the stock index : with an empirical application to the UK stock and bond market
Jakobsen, Jan Bo
;
Sørensen, Carsten
-
1997
Persistent link: https://www.econbiz.de/10000960759
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6
A factor model of the term structure of interest rates and
risk
premium estimation for Latvia's money market
Ajevskis, Viktors
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003353607
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7
Short and long interest rate targets
Adão, Bernardino
;
Correia, Isabel Horta
;
Teles, Pedro
-
2010
Persistent link: https://www.econbiz.de/10008667048
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8
Out-of-sample predictions of bond excess returns and forward rates : an asset-allocation perspective
Thornton, Daniel L.
;
Valente, Giorgio
-
2010
Persistent link: https://www.econbiz.de/10008668608
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9
Channel systems : why is there a positive spread?
Berentsen, Aleksander
;
Marchesiani, Alessandro
;
Waller, …
-
2010
Persistent link: https://www.econbiz.de/10008736581
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10
Forecasting the Yield curve using priors from no arbitrage affine term structure models
Carriero, Andrea
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003564897
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