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~subject:"Yield curve"
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Structural breaks and GARCH modelling
Hall, Stephen G.
;
Sola, Martin
-
1993
Persistent link: https://www.econbiz.de/10000874063
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2
The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation
Garganas, Eugenie
;
Hall, Stephen G.
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 152-171
Persistent link: https://www.econbiz.de/10009159751
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3
Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 939-949
Persistent link: https://www.econbiz.de/10011303574
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4
Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2013
Persistent link: https://www.econbiz.de/10010127246
Saved in:
5
Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2014
Persistent link: https://www.econbiz.de/10010258707
Saved in:
6
Doom-loops : the role of rating agencies in the euro financial crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2014
Persistent link: https://www.econbiz.de/10010461221
Saved in:
7
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2004
Persistent link: https://www.econbiz.de/10002086248
Saved in:
8
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
- In:
Open economies review
16
(
2005
)
2
,
pp. 107-133
Persistent link: https://www.econbiz.de/10002756312
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9
An investigation of the effect of funding on the slope of the yield curve
Egginton, Don M.
- In:
Econometric analysis of financial markets
,
(pp. 139-161)
.
1994
Persistent link: https://www.econbiz.de/10001284431
Saved in:
10
An investigation of the effect of funding on the slope of the yield curve
Egginton, Don M.
;
Hall, Stephen G.
-
1993
Persistent link: https://www.econbiz.de/10000848948
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