Similar Search Results

The structure of spot rates and immunization : some further results

Navarro Arribas, Eliseo; Nave Pineda, Juan M. - In: Spanish economic review : SER 3 (2001) 4, pp. 273-294

Persistent link: https://www.econbiz.de/10001646208

Modelización de la volatilidad del tipo de interés a corto plazo

Benito, Francisca (contributor); … - 2002 - [Elektronische Ressource], 1. ed

Persistent link: https://www.econbiz.de/10001713842

La hipótesis de las expectativas en el largo plazo : evidencia en el mercado Español de deuda pública

Perelló, Magdalena Massot; Nave Pineda, Juan M. - In: Investigaciones económicas 27 (2003) 3, pp. 533-564

Persistent link: https://www.econbiz.de/10001807378

A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model

Falcó, Antonio; Navarro, Lluís; Nave Pineda, Juan M. - 2008

Persistent link: https://www.econbiz.de/10003871478

Genetic algorithm estimation of interest rate term structure

Gimeno, Ricardo; Nave Pineda, Juan M. - 2006

Persistent link: https://www.econbiz.de/10003405764

Risk aversion and monetary policy in a global context

Nave Pineda, Juan M.; Ruiz, Javier - In: Journal of financial stability 20 (2015), pp. 14-35

Persistent link: https://www.econbiz.de/10011574265

Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement

González Sánchez, Mariano; Nave Pineda, Juan M. - In: International review of financial analysis 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014248319

Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity

González Sánchez, Mariano; Nave Pineda, Juan M.; … - In: Research in international business and finance 53 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012549830

Yield curves from different bond data sets

Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: Review of derivatives research 23 (2020) 2, pp. 191-226

Persistent link: https://www.econbiz.de/10012229792

Zero-coupon interest rates : evaluating three alternative datasets

Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - 2018

The zero-coupon yield curve is a common input for most financial purposes. The authors consider three popular yield curve datasets, and explore the extent to which the decision as to what dataset to use for an application may have implications on the results. The paper illustrates why such...

Persistent link: https://www.econbiz.de/10011901875