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Three essays in applied macroeconomics
Adamek, Jürg - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009513061
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The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro; Sornette, Didier - In: The review of financial studies 14 (2001) 1, pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
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Interest rate swaps and the transmission mechanism of monetary policy : a quantile connectedness approach
Chatziantoniou, Ioannis; Gabauer, David; Stenfors, Alexis - In: Economics letters 204 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607795
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On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models
Lekkos, Ilias (contributor); Milas, Costas (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003332063
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Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.; Speight, Alan E. H. - In: The European journal of finance 8 (2002) 1, pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
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The excess sensitivity of long-term interest rates : evidence and implications for macroeconomic models
Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2003
Persistent link: https://www.econbiz.de/10001828363
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The statistical distribution of short-term LIBOR rates under two monetary regimes
Pesaran, Bahram - In: The Cyprus journal of economics 8 (1995) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001195307
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Modelling the yield curve
Taylor, Mark P. - In: The economic journal : the journal of the Royal … 102 (1992) 412, pp. 524-537
Persistent link: https://www.econbiz.de/10001133020
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The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates
Jondeau, Eric; Ricart, Roland - In: Journal of international money and finance 18 (1999) 5, pp. 725-750
Persistent link: https://www.econbiz.de/10001415349