Narrow search
Showing 1 - 7 of 7
Cover Image
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M. - In: Applied financial economics 24 (2014) 10/12, pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Cover Image
The nature and implications of serial diversification
Steeley, James M. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 113-152
Persistent link: https://www.econbiz.de/10001229796
Cover Image
Implied volatility from the term structure : a simple analytical approximation
Steeley, James M. - In: Economics letters 57 (1997) 3, pp. 345-352
Persistent link: https://www.econbiz.de/10001231497
Cover Image
Modelling the dynamics of the term structure of interest rates
Steeley, James M. - In: The economic and social review 21 (1990) 4, pp. 337-361
Persistent link: https://www.econbiz.de/10001093723
Cover Image
Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
Cover Image
The effects of non-trading on the illiquidity ratio
Chelley-Steeleya, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 34 (2015), pp. 204-228
Persistent link: https://www.econbiz.de/10011557118
Cover Image
The effect of quantitative easing on the variance and covariance of the UK and US equity markets
Shogbuyi, Abiodun; Steeley, James M. - In: International review of financial analysis 52 (2017), pp. 281-291
Persistent link: https://www.econbiz.de/10011868757