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The predictive power of financial variables : new evidence from Australia
Edirisuriya, Piyadasa - In: Australasian accounting business and finance journal : AABF 9 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10010520227
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Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
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The expectations hypothesis and decoupling of short- and long-term US interest rates : a pairwise approach
Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: The North American journal of economics and finance : a … 34 (2015), pp. 301-313
Persistent link: https://www.econbiz.de/10011540004
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On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
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A estrutura a termo de taxas de juros no Brasil : modelos, estimação e testes
Franklin, Sergio Luis; Duarte, Thiago B.; Neves, César … - In: Economia aplicada : EA 16 (2012) 2, pp. 255-290
Persistent link: https://www.econbiz.de/10011447779
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When and why do stock and bond markets predict US economic growth?
McMillan, David G. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
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International monetary policy spillovers : linkages between U.S. and South American yield curves
Cavaca, Igor Bastos; Meurer, Roberto - In: International review of economics & finance : IREF 76 (2021), pp. 737-754
Persistent link: https://www.econbiz.de/10013175892
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Time-varying risk premium yield spread effect in term structure and global financial crisis : evidence from Europe
Choudhry, Taufiq - In: International review of financial analysis 48 (2016), pp. 303-311
Persistent link: https://www.econbiz.de/10011624526
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Análise da estrutura a termo das taxas de juros em países América Latina entre 2006 a 2014
Stona, Filipe; Amann, Jean; Morais, Maurício Delago; … - In: Revista Brasileira de Finanças : RBFin 13 (2015) 4, pp. 650-690
Persistent link: https://www.econbiz.de/10011585976
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Testing for threshold diffusion
Su, Fei; Chan, Kung-sik - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 218-227
Persistent link: https://www.econbiz.de/10011704178