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Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003344544
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Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte; Strunk Hansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001453874
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The microstructure of the US treasury market
Mizrach, Bruce Marshall (contributor);  … - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003741013
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Real-exchange-rate-adjusted inflation targeting in an open economy : some analytical results
Froyen, Richard T.; Guender, Alfred V. - 2015
Persistent link: https://www.econbiz.de/10011514436
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Credit spreads and the term structure of interest rates
Christiansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001613830
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001411173
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Estimating yield curves by Kernel smoothing methods
Linton, O. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001373068
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Pax integrationem? : exploring institutional responses to regional security challenges
Kobayashi, Kazushige - 2016
Persistent link: https://www.econbiz.de/10011594901
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The value of government debt
Cochrane, John H. - 2019
Persistent link: https://www.econbiz.de/10012102621
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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