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Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
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Risk premia in the term structure of interest rates : a panel data approach
Bams, Dennis
;
Wolff, Christiaan Cornelis Petrus
- In:
Journal of international financial markets, …
13
(
2003
)
3
,
pp. 211-236
Persistent link: https://www.econbiz.de/10001754268
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3
Direct estimation of the risk neutral factor dynamics of affine term structure models
Bams, Dennis
-
1998
Persistent link: https://www.econbiz.de/10013422670
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4
Risk premia in the term structure of interest rates : a panel data approach
Bams, Dennis
-
2000
Persistent link: https://www.econbiz.de/10013423017
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