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Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization
Bowsher, Clive G.; Meeks, Roland - In: Applied mathematical finance 20 (2013) 2, pp. 137-166
Persistent link: https://www.econbiz.de/10010074808
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Modelling security market events in continuous time: Intensity based, multivariate point process models
Bowsher, Clive G. - In: Journal of econometrics 141 (2007) 2, pp. 876-912
Persistent link: https://www.econbiz.de/10007859767
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On testing overidentifying restrictions in dynamic panel data models
Bowsher, Clive G. - In: Economics letters 77 (2002) 2, pp. 211-220
Persistent link: https://www.econbiz.de/10006765712
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The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve
Bowsher, Clive G; Meeks, Roland - In: Journal of the American Statistical Association : JASA 103 (2008) 484, pp. 1419-1438
Persistent link: https://www.econbiz.de/10008403152
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Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
Meeks, Roland - In: Journal of economic dynamics & control 36 (2012) 4, pp. 568-585
Persistent link: https://www.econbiz.de/10009830706