Narrow search
Showing 1 - 10 of 3,271
Cover Image
Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G. - 2006
Persistent link: https://www.econbiz.de/10003401861
Cover Image
Pension plans' funded status volatility and corporate credit risk
Chen, Tsung-Kang; Tseng, Yijie; Lin, Ruey-Ching - In: Accounting and business research 54 (2024) 2, pp. 190-223
Persistent link: https://www.econbiz.de/10014576856
Cover Image
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan; Chernov, Mikhail - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
Cover Image
Essays in asset pricing and macroeconomics
Bikbov, Ruslan - 2006
Persistent link: https://www.econbiz.de/10009273658
Cover Image
The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl; Tô, Thuy-duong - 2005
Persistent link: https://www.econbiz.de/10002721727
Cover Image
Structure par terme des taux d'intérêt, volatilité et primes de risque : applications au marché de l'Eurolire
Drudi, Francesco; Violi, Roberto - In: Economie & prévision : EP (1999) 4/5, pp. 21-34
Persistent link: https://www.econbiz.de/10001490857
Cover Image
Stochastic volatility functions implicit in Eurodollar futures options
Bhanot, Karan - In: The journal of futures markets 18 (1998) 6, pp. 605-627
Persistent link: https://www.econbiz.de/10001249194
Cover Image
Interest rate transmission and volatility transmission along the yield curve
Avouyi-Dovi, Sanvi; Jondeau, Eric - 1999
Persistent link: https://www.econbiz.de/10001363705
Cover Image
Interest Rate Transmission and Volatility Transmission along the Yield Curve
Avouyi-Dovi, Sanvi - 2011
In order to analyse the interest rate transmission mechanism, we study daily Euro-rates term structure for the US, Germany, and the UK between 1983 and 1997. We estimate multivariate VECM-GARCH models, which take into account moste of the usual features of financial data (non-stationarity,...
Persistent link: https://www.econbiz.de/10013131874
Cover Image
Have European stocks become more volatile? : an empirical investigation of idiosyncratic and market risk in the Euro area
Kearney, Colm; Potì, Valerio - In: European financial management : the journal of the … 14 (2008) 3, pp. 419-444
Persistent link: https://www.econbiz.de/10003724983