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Econometric analysis of continuous-time arbitrage-free models of the term structure of interest rates
Lund, Jesper - 1995
Persistent link: https://www.econbiz.de/10000901138
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Factor analysis of predictive curves, with applications to the term structure of interest rates
Bowden, Roger J.; Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000881564
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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
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Puzzling integratedness of interest rates : a case for nonparametric threshold cointegration?
Cron, Axel; Weidmann, Jens - 1996
Persistent link: https://www.econbiz.de/10000939777
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Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
Enders, Walter; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000955311
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Two factors along the yield curve
Gong, Frank Fangxiong; Remolona, Eli M. - 1996
Persistent link: https://www.econbiz.de/10000962047
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The relationship between interest rate differentials and macroeconomic variables : a panel data study for European countries
Bernhardsen, Tom - 1997
Persistent link: https://www.econbiz.de/10000966232
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Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David; Zin, Stanley E. - 1993
Persistent link: https://www.econbiz.de/10000857487
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A closed form pure discount bond price solution for a three-factor affine model of the term structure
Schwaar, Christian - 1997
Persistent link: https://www.econbiz.de/10000985634
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A three-factor econometric model of the US term structure
Gong, Frank Fangxiong - 1996
Persistent link: https://www.econbiz.de/10000968893