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On the term structure of South African interest rates : cointegration and threshold adjustment

Iyke, Bernard Njindan - In: International journal of sustainable economy 9 (2017) 4, pp. 300-321

Persistent link: https://www.econbiz.de/10011862243

Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model

Sugita, Katsuhiro - In: International journal of economics and finance 9 (2017) 3, pp. 49-56

Persistent link: https://www.econbiz.de/10011642177

Validity of the expectations hypothesis of the term structure of interest rates : the case of Saudi Arabia

Harrathi, Nizar; Alhoshan, Hamed M. - In: Review of Middle East economics and finance 16 (2020) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10012299802

Analysing cross-currency basis spreads

Baran, Jaroslav; Witzany, Jiří - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 10, pp. 1002-1030

Persistent link: https://www.econbiz.de/10012152949

A parametric factor model of the term structure of mortality

Haldrup, Niels; Rosenskjold, Carsten P. T. - In: Econometrics : open access journal 7 (2019) 1/9, pp. 1-22

The prototypical Lee-Carter mortality model is characterized by a single common time factor that loads differently across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple factors are designed to influence the age groups...

Persistent link: https://www.econbiz.de/10012025646