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The effect of underreporting on LIBOR rates
Monticini, Andrea; Thornton, Daniel L. - 2013
Persistent link: https://www.econbiz.de/10009721441
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Structural factor analysis of interest rate pass through in four large Euro Area economies
Banerjee, Anindya; Bystrov, Victor; Mizen, Paul - 2017
Persistent link: https://www.econbiz.de/10011886367
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Bank funding risk, reference rates, and credit supply
Cooperman, Harry R.; Duffie, Darrell; Yang, Yilin; … - 2023
Persistent link: https://www.econbiz.de/10014246457
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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
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Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721467
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On finite dimensional HJM representations
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001613886
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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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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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Modelling interest rate dynamics in a corridor with jump processes
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975514
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What do German short-term interest rates tell us about future inflation?
Grech, Harald - 2004
Persistent link: https://www.econbiz.de/10002718486