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Understanding the term structure of swap spreads
Cortes, Fabio - In: Quarterly bulletin / Bank of England 46 (2006) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10003307749
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A comparison of long bond yields in the United Kingdom, the United States, and Germany
Brooke, Martin; Clare, Andrew D.; Lekkos, Ilias - In: Quarterly bulletin / Bank of England 40 (2000) 2, pp. 150-158
Persistent link: https://www.econbiz.de/10001510026
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An analysis of the relationship between international bond markets
Clare, Andrew D.; Lekkos, Ilias - 2000
Persistent link: https://www.econbiz.de/10001547380
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Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Yaya, … - 2022
This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year bond yields over the period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions respectively. The results for both quarterly and...
Persistent link: https://www.econbiz.de/10013306037
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An empirical analysis of the relationship between UK treasury bills and the term structure of certificates of deposit
Fraser, Patricia - 1993
Persistent link: https://www.econbiz.de/10000143483
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Mozambican monetary policy and the Yield Curve of treasury bills : an empirical study
Machava, Agostinho; Brännäs, Kurt - 2015
Persistent link: https://www.econbiz.de/10011400860
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Which component of treasury yields belongs in equity valuation models? : an application to the S&P 500
Durham, J. Benson - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 80-90
Persistent link: https://www.econbiz.de/10009786014
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London Inter-Bank Offer Rate (LIBOR) versus Treasury rate : evidence from the parsimonious term structure model
Brooks, Robert; Yan, David Yong - In: The journal of fixed income 9 (1999) 1, pp. 71-83
Persistent link: https://www.econbiz.de/10001432380
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An empirical analysis of the relationship between UK treasury bills and the term structure of certificates of deposit
Fraser, Patricia - In: Bulletin of economic research 47 (1995) 2, pp. 143-160
Persistent link: https://www.econbiz.de/10001179731
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Real rates, expected inflation, and inflation risk premia
Evans, Martin D. D. - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 187-218
Persistent link: https://www.econbiz.de/10001235489