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~subject:"Zinsstruktur"
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Zinsstruktur
United Kingdom
22
Großbritannien
20
Yield curve
13
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12
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12
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10
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9
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Steeley, James M.
13
Li, Yan
2
Bianchi, Marco
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ECONIS (ZBW)
13
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1
Yield curve dimensionality when short rates are near the zero lower bound
Steeley, James M.
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 169-199)
.
2014
Persistent link: https://www.econbiz.de/10010254021
Saved in:
2
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
3
Forecasting the term structure when short-term rates are near zero
Steeley, James M.
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 350-363
Persistent link: https://www.econbiz.de/10010425630
Saved in:
4
Testing term structure estimation methods : evidence from the UK STRIPS market
Steeley, James M.
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
7
,
pp. 1489-1512
Persistent link: https://www.econbiz.de/10003761422
Saved in:
5
Implied volatility from the term structure : a simple analytical approximation
Steeley, James M.
- In:
Economics letters
57
(
1997
)
3
,
pp. 345-352
Persistent link: https://www.econbiz.de/10001231497
Saved in:
6
Modelling the dynamics of the term structure of interest rates
Steeley, James M.
- In:
The economic and social review
21
(
1990
)
4
,
pp. 337-361
Persistent link: https://www.econbiz.de/10001093723
Saved in:
7
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
8
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Finance and banking developments
,
(pp. 43-74)
.
2010
Persistent link: https://www.econbiz.de/10008860436
Saved in:
9
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Consumer issues in global economics, finance and business
,
(pp. 179-210)
.
2011
Persistent link: https://www.econbiz.de/10009427419
Saved in:
10
The effects of quantitative easing on the volatility of the gilt-edged market
Steeley, James M.
;
Matyushkin, Alexander
- In:
International review of financial analysis
37
(
2015
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011317236
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