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Navarro Arribas, Eliseo
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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
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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
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