Narrow search
Showing 1 - 10 of 10,185
Cover Image
Sunspots and inflation-indexed bonds
Kang, Minwook - 2014
Persistent link: https://www.econbiz.de/10010370350
Cover Image
Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook - In: Macroeconomic dynamics 27 (2023) 4, pp. 928-944
Persistent link: https://www.econbiz.de/10014306673
Cover Image
Volatility transmission between Dow Jones Stock Index and emerging bond index
Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 12 (2016) 2, pp. 194-207
Persistent link: https://www.econbiz.de/10011633515
Cover Image
Real rate swaption and zero coupon inflation index swaption
Kamtchueng, Christian - In: International journal of bonds and derivatives 3 (2017) 1, pp. 21-43
Persistent link: https://www.econbiz.de/10011807756
Cover Image
Mandelbrot and the smile
Lehnert, Thorsten - In: Kredit und Kapital 42 (2009) 1, pp. 125-144
Persistent link: https://www.econbiz.de/10003831708
Cover Image
Volatility linkage of nominal and index-linked bond returns : a multivariate BEKK-GARCH approach
Benlagha, Noureddine - In: Review of economics & finance (2014) 4, pp. 49-60
Persistent link: https://www.econbiz.de/10010471998
Cover Image
The economic value of volatility timing
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Cover Image
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
Cover Image
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua; Clark, Todd E.; Koop, Gary - 2015
Persistent link: https://www.econbiz.de/10011386660
Cover Image
How small shocks and heterogeneous expectations can create swings in the exchange rate
Sløk, Torsten; Sørensen, Jens Peter - 1997
Persistent link: https://www.econbiz.de/10000956407