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Duranation and convexity in Sp...
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1
Duración y convexidad de bonos españoles sujetos al riesgo de crédito
Escribano Sotos, Francisco
- In:
Revista de economía aplicada : publicación cuatrimestral
12
(
2004
)
34
,
pp. 85-99
Persistent link: https://www.econbiz.de/10002110720
Saved in:
2
Análisis factorial del mercado español de deuda pública
Benito Muela, Sonia
- In:
Cuadernos de ciencias económicas y empresariales
32
(
2008
)
2
,
pp. 11-33
Persistent link: https://www.econbiz.de/10003986126
Saved in:
3
El análisis de la estructura temporal de los tipos de interés en el mercado español
Ezquiaga Domínguez, Ignacio
- In:
Información comercial española : ICE : revista de …
(
1990
),
pp. 119-140
Persistent link: https://www.econbiz.de/10001099830
Saved in:
4
Principal component analysis in negative interest rate environment
Lazarević, Milan
- In:
Acta oeconomica : periodical of the Hungarian Academy …
69
(
2019
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10012131097
Saved in:
5
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states
Umar, Zaghum
;
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
; …
- In:
Applied economics
50
(
2018
)
42
,
pp. 4500-4521
Persistent link: https://www.econbiz.de/10012061195
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6
Theory of long-term interest rates
Rey, Sebastián A.
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011587728
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7
Interest rate, size and book-to-market effects in Australian financial firms
Akhtaruzzaman, Md.
;
Docherty, Paul
;
Shamsuddin, Abul
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3005-3020
Persistent link: https://www.econbiz.de/10010418172
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8
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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9
Australian financial firms' exposures to the level, slope, and curvature of the interest rate term structure
Akhtaruzzaman, Md.
;
Shamsuddin, Abul
- In:
Applied economics
49
(
2017
)
19
,
pp. 1855-1874
Persistent link: https://www.econbiz.de/10011816952
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10
Interest rate convergence in euro-candidate countries : volatility dynamics of sovereign bond yields
Gabrisch, Hubert
;
Orłowski, Lucjan T.
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
)
6
,
pp. 69-85
Persistent link: https://www.econbiz.de/10009238982
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