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Multifractality in Foreign Currency Markets
Corazza, Marco; Malliaris, A. (Tassos) G. - 2012
The standard hypothesis concerning the behavior of asset returns states that they follow a random walk in discrete time or a Brownian motion in continuous time. The Brownian motion process is characterized by a quantity, called the Hurst exponent, which is related to some fractal aspects of the...
Persistent link: https://www.econbiz.de/10014220908
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US interest rates and emerging market bond yield spreads : a changing relationship?
Gueye, Cheikh A.; Sy, Amadou N. R. - In: The journal of fixed income 22 (2013) 4, pp. 48-52
Persistent link: https://www.econbiz.de/10009745228
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End of QE and rising interest rates : implications for advanced and emerging economies
Guzmán Calafell, Javier - In: Economic & financial modelling : a journal of the … 25 (2018) 2, pp. 81-88
Persistent link: https://www.econbiz.de/10012241778
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Global trends in interest rates
Del Negro, Marco; Giannone, Domenico; Giannoni, Marc Paolo - In: Journal of international economics 118 (2019), pp. 248-262
Persistent link: https://www.econbiz.de/10012296014
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Monetary policy in a low interest rate world
Rogoff, Kenneth S. - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 4, pp. 673-679
Persistent link: https://www.econbiz.de/10011756924
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A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris; Migiakis, Petros - 2022
Persistent link: https://www.econbiz.de/10013335884
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A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris; Migiakis, Petros - In: Journal of empirical finance 70 (2023), pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
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Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen
Hafner, Michael - 2005
Persistent link: https://www.econbiz.de/10002553526
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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
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Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao; Li, Haitao - 2002
Persistent link: https://www.econbiz.de/10001684716