Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Yield curve"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A two-factor duration model fo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Zinsstruktur
19
Spain
16
Theorie
15
Theory
15
Spanien
14
Volatility
8
Volatilität
8
Estimation
7
Public bond
7
Schätzung
7
Öffentliche Anleihe
7
Capital income
6
Kapitaleinkommen
6
Euro area
5
Eurozone
5
Forecasting model
5
Interest rate
5
Prognoseverfahren
5
Risiko
5
Risk
5
Aktienmarkt
4
EU countries
4
EU-Staaten
4
Erwartungsbildung
4
Estimation theory
4
Expectation formation
4
Hypothek
4
Interest rate risk
4
Mortality
4
Mortgage
4
Public debt
4
Risikoprämie
4
Risk premium
4
Schätztheorie
4
Sterblichkeit
4
Stock market
4
Zins
4
Öffentliche Schulden
4
Accounting
3
more ...
less ...
Online availability
All
Free
7
Undetermined
3
Type of publication
All
Article
11
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Working Paper
6
Language
All
English
14
Spanish
5
Author
All
Navarro Arribas, Eliseo
10
Nave Pineda, Juan M.
9
Díaz Pérez, Antonio
6
Jareño, Francisco
4
Gimeno, Ricardo
3
León Valle, Ángel Manuel
3
Benito, Francis
2
Berenguer, Emma
2
Perelló, Magdalena Massot
2
Benito, Francisca
1
Falcó, Antonio
1
Ferreira, Eva
1
Martínez Serna, Maria-Isabel
1
Martínez-Serna, María Isabel
1
Meneu Ferrer, Vicente
1
Navarro, Lluís
1
Nave, Juan M.
1
Rubio, Gonzalo
1
Silla Sancho, Estanislao
1
more ...
less ...
Institution
All
Instituto Valenciano de Investigaciones Económicas
1
Published in...
All
Working papers / Instituto Valenciano de Investigaciones Económicas
3
European financial management : the journal of the European Financial Management Association
2
Investigaciones económicas
2
Banco de Espana Working Paper
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
Documentos de trabajo / Banco de España
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
Economic research
1
Economics : the open-access, open-assessment e-journal
1
Información comercial española / Cuadernos económicos
1
International journal of finance & economics : IJFE
1
Journal of empirical finance
1
Review of derivatives research
1
Spanish economic review : SER
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The structure of spot rates and immunization : some further results
Navarro Arribas, Eliseo
;
Nave Pineda, Juan M.
- In:
Spanish economic review : SER
3
(
2001
)
4
,
pp. 273-294
Persistent link: https://www.econbiz.de/10001646208
Saved in:
2
Modeling the euro overnight rate
Benito, Francis
(
contributor
); …
-
2006
-
1. ed.
Persistent link: https://www.econbiz.de/10003330337
Saved in:
3
A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model
Falcó, Antonio
;
Navarro, Lluís
;
Nave Pineda, Juan M.
-
2008
Persistent link: https://www.econbiz.de/10003871478
Saved in:
4
Genetic algorithm estimation of interest rate term structure
Gimeno, Ricardo
;
Nave Pineda, Juan M.
-
2006
Persistent link: https://www.econbiz.de/10003405764
Saved in:
5
Modeling the Euro overnight rate
Benito, Francis
;
León Valle, Ángel Manuel
;
Nave …
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 756-782
Persistent link: https://www.econbiz.de/10003610012
Saved in:
6
¿Refleja la estructura temporal de los tipos de interés del mercado español preferencia por la liquidez?
Perelló, Magdalena Massot
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002880384
Saved in:
7
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
8
La hipótesis de las expectativas en el largo plazo : evidencia en el mercado Español de deuda pública
Perelló, Magdalena Massot
;
Nave Pineda, Juan M.
- In:
Investigaciones económicas
27
(
2003
)
3
,
pp. 533-564
Persistent link: https://www.econbiz.de/10001807378
Saved in:
9
Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk
Berenguer, Emma
;
Gimeno, Ricardo
;
Nave Pineda, Juan M.
-
2013
Persistent link: https://www.econbiz.de/10011779643
Saved in:
10
Especificaciones alternativas de la estructura temporal de volatilidades
Navarro Arribas, Eliseo
;
Silla Sancho, Estanislao
- In:
Información comercial española / Cuadernos económicos
69
(
2005
),
pp. 51-65
Persistent link: https://www.econbiz.de/10003375707
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
