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Yield curve changes effect on Euro area bond indexes : a partial durations approach
Fonseca, José Soares da - In: International journal of monetary economics and finance 7 (2014) 1, pp. 28-39
Persistent link: https://www.econbiz.de/10010531296
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Stochastic durations, the convexity effect, and the impact of interest rate changes
Fonseca, José Soares da - In: The European journal of finance 20 (2014) 10/12, pp. 994-1007
Persistent link: https://www.econbiz.de/10010464881
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Do credit default swaps affect the time-varying cointegration between PIIGS's sovereign interest rates
Fonseca, José Soares da - In: International journal of monetary economics and finance 12 (2019) 4, pp. 274-289
Persistent link: https://www.econbiz.de/10012155022
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The risk premiums in the Portuguese treasury bills interest rates : estimation by a cointegration method
Fonseca, José Soares da - In: European review of economics and finance 1 (2002) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10001644899