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1
A global model of international yield curves : no-arbitrage term structure approach
Kaminska, Iryna
;
Meldrum, Andrew
;
Smith, James
- In:
International journal of finance & economics : IJFE
18
(
2013
)
4
,
pp. 352-374
Persistent link: https://www.econbiz.de/10010355970
Saved in:
2
Dynamic factor models : a review of the literature
Barhoumi, Karim
;
Darné, Olivier
;
Ferrara, Laurent
- In:
Journal of business cycle measurement and analysis : a …
(
2013
)
2
,
pp. 73-107
Persistent link: https://www.econbiz.de/10010418850
Saved in:
3
The role of uncertainty in the term structure of interest rates : a GERCH-ATSM approach
Koeda, Junko
;
Kato, Ryo
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3710-3722
Persistent link: https://www.econbiz.de/10011293453
Saved in:
4
A WTP-choice model : empirical validation, competitive and centralized pricing
Gupta, Varun
;
Çakanyıldırım, Metin
- In:
Production and operations management : an international …
25
(
2016
)
11
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10011626757
Saved in:
5
Multi-period structural model of a mortgage portfolio with cointegrated factors
Gapko, Petr
;
Šmíd, Martin
- In:
Finance a úvěr
66
(
2016
)
6
,
pp. 565-574
Persistent link: https://www.econbiz.de/10011582648
Saved in:
6
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
7
Threshold mixed data sampling models with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1708-1716
Persistent link: https://www.econbiz.de/10014304954
Saved in:
8
Threshold dynamics of short-term interest rates : empirical evidence and implications for the term structure
Archontakis, Theofanis
;
Lemke, Wolfgang
- In:
Economic notes : economic review of Banca Monte dei …
37
(
2008
)
1
,
pp. 75-117
Persistent link: https://www.econbiz.de/10003712975
Saved in:
9
Feasible
estimation
of the long term interest rate dynamics by nonlinear techniques
Fink, S.
;
Walde, J.
- In:
Computational finance and its applications III : …
,
(pp. 43-50)
.
2008
Persistent link: https://www.econbiz.de/10003713251
Saved in:
10
Modellierung und Schätzung hedonischer Elementarpreisindizes
Beer, Michael
- In:
Wirtschaft und Statistik : WISTA
(
2008
)
4
,
pp. 356-362
Persistent link: https://www.econbiz.de/10003714009
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