Narrow search
Showing 1 - 10 of 1,868
Cover Image
On age structures and mortality
Keilman, Nico - 2010
Persistent link: https://www.econbiz.de/10003995075
Cover Image
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi; Horny, Guillaume; Sevestre, Patrick - 2015
Persistent link: https://www.econbiz.de/10011305234
Cover Image
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Cover Image
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael; Kruse, Robinson - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 6, pp. 990-1004
Persistent link: https://www.econbiz.de/10011478733
Cover Image
Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen
Hafner, Michael - 2005
Persistent link: https://www.econbiz.de/10002553526
Cover Image
Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000
Persistent link: https://www.econbiz.de/10001508715
Cover Image
Stochastic volatility in interest rates and complex dynamics in velocity
Barnett, William A.; Xu, Haiyang - In: Commerce, complexity, and evolution : topics in …, (pp. 147-171). 2000
Persistent link: https://www.econbiz.de/10001556430
Cover Image
Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A. - 1996
Persistent link: https://www.econbiz.de/10001328762
Cover Image
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Cover Image
Interest Rate Convergence in the EMS Prior to European Monetary Union
Frömmel, Michael - 2009
In this paper we analyze the convergence of interest rates in the European MonetarySystem (EMS) in a framework of changing persistence. This allows us to estimate the exact date of full convergence from the data. A change in persistence means that a time series switches from stationarity to...
Persistent link: https://www.econbiz.de/10013159293