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Comparative analysis of zero coupon yield curve estimation methods using JGB price data
Kikuchi, Kentaro; Shintani, Kohei - 2012
Persistent link: https://www.econbiz.de/10009534127
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Common factors in international bond returns and a joint ATSM to match them
Gabriel, Christian - In: Theoretical economics letters 4 (2014) 7, pp. 532-539
Persistent link: https://www.econbiz.de/10010531345
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Estimating term premia at the zero bound : an analysis of Japanese, US, and UK yields
Ichiue, Hibiki; Uenko, Yoichi - 2013
Persistent link: https://www.econbiz.de/10009745067
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Comparative analysis of zero coupon yield curve estimation methods using JGB price data
Kikuchi, Kentaro; Shintani, Kohei - In: Monetary and economic studies 30 (2012), pp. 75-121
Persistent link: https://www.econbiz.de/10009666594
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Benchmark tipping in the global bond market
Kreicher, Lawrence; McCauley, Robert N.; Wooldridge, Philip - 2014
Persistent link: https://www.econbiz.de/10010434409
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Schätzung der Risikoprämie auf Basis historischer Renditezeitreihen : 1960 - 2009
Ehrhardt, Jan - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009389418
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Volatility persistence of high-frequency returns in the Japanese government bond futures market
Shi, Weihua; Lee, Cheng F. - In: Review of Pacific Basin financial markets and policies 11 (2008) 4, pp. 511-530
Persistent link: https://www.econbiz.de/10003816725
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Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets
Saar, Dan; Yagil, Yossi - In: Journal of international financial markets, … 37 (2015), pp. 27-41
Persistent link: https://www.econbiz.de/10011474971
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Analysis of credit spread in Japan's corporate bond market
Hattori, Masazumi; Koyama, Koji; Yonetani, Tatsuya - In: The changing shape of fixed income markets : a …, (pp. 113-146). 2001
Persistent link: https://www.econbiz.de/10001715563