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El modelo de Black, Derman y T...
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ECONIS (ZBW)
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1
Volatility transmission along the money market yield curve
Ayuso, Juan
;
Haldane, Andrew G.
;
Restoy, Fernando
-
1994
Persistent link: https://www.econbiz.de/10000883633
Saved in:
2
Exchange rate returns, "news", and risk premia
Koedijk, Kees
;
Wolff, Christiaan Cornelis Petrus
- In:
Economics letters
50
(
1996
)
1
,
pp. 127-134
Persistent link: https://www.econbiz.de/10001194154
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3
Transmission of volatility of money market overnight repo rate along the Yield Curve in Pakistan
Mahmood, Asif
-
2015
Persistent link: https://www.econbiz.de/10011419532
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4
Preferred habitat investors in the UK government bond market
Giese, Julia
;
Joyce, Michael A. S.
;
Meaning, Jack
; …
-
2021
Persistent link: https://www.econbiz.de/10012795153
Saved in:
5
Forecasting the yield curve with macroeconomic information : evidence from European markets
Maldonado, Isabel
;
Pinho, Carlos
;
Rodríguez de Prado, …
- In:
International journal of banking, accounting and …
12
(
2021
)
2
,
pp. 177-200
Persistent link: https://www.econbiz.de/10012505149
Saved in:
6
The local supply channel of QE : evidence from the Bank of England’s gilt purchases
Froemel, Maren
;
Joyce, Michael A. S.
;
Kaminska, Iryna
-
2022
Persistent link: https://www.econbiz.de/10013285013
Saved in:
7
A yield-macro model for actuarial use in the United Kingdom
Şahin, Şule
;
Cairns, Andrew
;
Kleinow, Torsten
; …
- In:
Annals of actuarial science : publ. by the Institute of …
8
(
2014
)
2
,
pp. 320-350
Persistent link: https://www.econbiz.de/10010422163
Saved in:
8
International financial integration : a study of interest differentials between the major industrial countries
Marston, Richard C.
-
1995
Persistent link: https://www.econbiz.de/10000531686
Saved in:
9
The term structure of interest rates in the onshore markets of the United States, Germany and Japan
Popper, Helen
-
1990
Persistent link: https://www.econbiz.de/10000130677
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10
Term structure forecasts of inflation
Robertson, Donald
-
1991
Persistent link: https://www.econbiz.de/10000130902
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