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Term structure anomalies : term premium or peso-problem?
Jardet, Caroline - In: Journal of international money and finance 27 (2008) 4, pp. 592-608
Persistent link: https://www.econbiz.de/10003717315
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Improving market-based forecasts of short-term interest rates : time-varying stationarity and the predictive content of switching regime-expectations
Ahrens, Ralf - 1999
Modeling short-term interest rates as following regime-switching processes has become increasingly popular. Theoretically, regime-switching models are able to capture rational expectations of infrequently occurring discrete events. Technically, they allow for potential time-varying stationarity....
Persistent link: https://www.econbiz.de/10009768272
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Term structure anomalies : terms premium or peso problem?
Jardet, Caroline (contributor) - 2006
Persistent link: https://www.econbiz.de/10003350331
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What explains deviations in the unbiased expectations hypothesis? : market irrationality vs. the peso problem
Chen, Cathy Yi-Hsuan; Kuo, I.-doun; Chiang, Thomas C. - In: Journal of international financial markets, … 30 (2014), pp. 172-190
Persistent link: https://www.econbiz.de/10011293770
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Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926954
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Term structure dynamics, macro-finance factors and model uncertainty
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517185
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Nominal interest rates and the news
Bauer, Michael D. - In: Journal of money, credit and banking : JMCB 47 (2015) 2/3, pp. 295-331
Persistent link: https://www.econbiz.de/10010519170
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The expectations hypothesis of the term structure in emerging financial markets : some evidence from Malaysia (1999-2015)
Tronzano, Marco - In: Economia internazionale 68 (2015) 4, pp. 521-550
Persistent link: https://www.econbiz.de/10011428293
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The term structure of interest rates in India : evidence from the post-liberalization period (1996 - 2013)
Tronzano, Marco - In: Economia internazionale 68 (2015) 2, pp. 275-295
Persistent link: https://www.econbiz.de/10011304747