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Is there excess comovement of bond yields between countries?
Sutton, Gregory D. - In: Journal of international money and finance 19 (2000) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001485270
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The short-term relationships among the U.S., German and Greek bond markets in times of financial crises : a Bayesian analysis of exogeneity in the VAR-SV model
Modrzejewska, Anita; Pajor, Anna - In: Argumenta oeconomica 38 (2017) 1, pp. 257-283
Persistent link: https://www.econbiz.de/10012284664
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Is there excess comovement of bond yields between countries?
Sutton, Gregory D. - 1997
Persistent link: https://www.econbiz.de/10013431821
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Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein; Mahdavi, Mahnaz; Salazar, Brett - In: International journal of theoretical and applied finance 7 (2004) 5, pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - In: Journal of financial economics 63 (2002) 2, pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10001606888
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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Poisson-Gaussian processes and the bond market
Das, Sanjiv R. - 1998
Persistent link: https://www.econbiz.de/10000671235
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The impact of gold, bond, currency, metals and oil markets on the USA stock market
Partalidou, Xanthi; Kiohos, Apostolos; Giannarakis, Grigoris - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 76-81
Persistent link: https://www.econbiz.de/10011448224
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Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984