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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003790653
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Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
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2008
Persistent link: https://www.econbiz.de/10003861257
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3
Do central bank liquidity facilities affect interbank lending rates?
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
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2009
Persistent link: https://www.econbiz.de/10003861334
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4
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003586276
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5
A probability-based stress test of federal reserve assets and income
Christensen, Jens H. E.
;
Lopez, Jose A.
;
Rudebusch, Glenn D.
-
2014
Persistent link: https://www.econbiz.de/10010243996
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6
Modeling bond yields in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10002636054
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7
The macroeconomy and the yield curve : a nonstructural analysis
Diebold, Francis X.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899608
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