Narrow search
Showing 1 - 10 of 5,311
Cover Image
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla; Maasoumi, Esfandiar; McAleer, Michael; … - In: Econometric reviews 28 (2009) 6, pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Cover Image
Short rate dynamics and regime shifts
Li, Haitao; Xu, Yuewu - In: International review of finance 9 (2009) 3, pp. 211-241
Persistent link: https://www.econbiz.de/10003893641
Cover Image
The effect of interest rate volatility on treasury yields
Sarkar, Sudipto; Mohamed Ariff - In: Applied financial economics 12 (2002) 9, pp. 667-672
Persistent link: https://www.econbiz.de/10001688989
Cover Image
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Cover Image
Can the volatility of the federal funds rate explain the time-varying risk premium in Treasury bill returns?
Elder, John - In: Journal of macroeconomics 23 (2001) 1, pp. 73-97
Persistent link: https://www.econbiz.de/10001553555
Cover Image
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G. - In: The journal of futures markets 20 (2000) 8, pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Cover Image
The implied volatility of US interest rates : evidence from callable US treasuries
Bliss, Robert R.; Ronn, Ehud I. - 1995
Persistent link: https://www.econbiz.de/10000925735
Cover Image
The stability of interest rate processes
Bliss, Robert R.; Smith, David C. - 1997
Persistent link: https://www.econbiz.de/10000985999
Cover Image
Common and idiosyncratic fluctuations of interest rates from various issuers : a dynamic factor approach
Kim, Hwagyun - 2003
Persistent link: https://www.econbiz.de/10003628411
Cover Image
An analysis of implied tax rates on long-term taxable and tax-exempt bonds
Koch, Timothy W. - In: Journal of business research : JBR 38 (1997) 2, pp. 171-176
Persistent link: https://www.econbiz.de/10001214965