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Interest rate
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Das, Anupam
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10
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Lemke, Wolfgang
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Ito, Takayasu
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26
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Finance research letters
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Cogent economics & finance
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ECONIS (ZBW)
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1
Uses of duration analysis for the control of interest rate risk
Toevs, Alden L.
- In:
Controlling interest rate risk : new techniques and …
,
(pp. 28-61)
.
1986
Persistent link: https://www.econbiz.de/10001261111
Saved in:
2
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
Saved in:
3
Impact of declining interest rates on European primary
bond
market
Verner, Robert
;
Remiáš, Peter
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 328-335
Persistent link: https://www.econbiz.de/10011818958
Saved in:
4
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
5
Interest rate skewness and biased beliefs
Bauer, Michael D.
;
Chernov, Mikhail
-
2021
-
First draft: January 2021, this draft: June 16, 2021
curve. Most importantly, variation in yield skewness has substantial forecasting power for future
bond
excess returns, high …
Persistent link: https://www.econbiz.de/10012547050
Saved in:
6
Interest rate skewness and biased beliefs
Bauer, Michael D.
;
Chernov, Mikhail
-
2021
-
This draft: June 16, 2021
curve. Most importantly, variation in yield skewness has substantial forecasting power for future
bond
excess returns, high …
Persistent link: https://www.econbiz.de/10012584702
Saved in:
7
Causes of the curve: Assessing risk in public and private financial economics
Barry, Todd J.
- In:
Theoretical and applied economics : GAER review
27
(
2020
)
2/623
,
pp. 109-130
Persistent link: https://www.econbiz.de/10012643145
Saved in:
8
Machine learning treasury yields
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
7
(
2020
)
1
,
pp. 1-65
Persistent link: https://www.econbiz.de/10012807008
Saved in:
9
Interest rate skewness and biased beliefs
Bauer, Michael D.
;
Chernov, Mikhail
-
2021
Persistent link: https://www.econbiz.de/10012544932
Saved in:
10
Essays on term structure modeling : estimation, nonlinearities and immunization
Archontakis, Theofanis
-
2007
Persistent link: https://www.econbiz.de/10003637458
Saved in:
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