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1
Monetary policy surprises and the bank bill term premium
Walsh, Kathleen
;
Tan, David
- In:
Australian journal of management
33
(
2008/09
)
2
,
pp. 231-260
Persistent link: https://www.econbiz.de/10003828942
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2
Zinsänderungsrisiko und Bonitätsänderungsrisiko integriert betrachtet : ein Überblick über den Stand der Literatur
Spellmann, Frank
- In:
Credit Risk und Value-at-Risk Alternativen : …
,
(pp. 259-280)
.
1998
Persistent link: https://www.econbiz.de/10001304871
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3
The interest rate risk exposure of financial intermediaries : a review of the theory and empirical evidence
Staikouras, Sotiris K.
- In:
Financial markets, institutions & instruments
12
(
2003
)
4
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001809765
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4
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
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5
Des modèles d'équilibre de la structure des taux d'intérêt : un essai de synthèse
Gibson, Rajna
- In:
Finance : revue de l'Association Française de Finance
8
(
1987
)
2
,
pp. 133-171
Persistent link: https://www.econbiz.de/10001075211
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6
Theories of the term structure
Bierwag, Gerald O.
-
1989
Persistent link: https://www.econbiz.de/10001103846
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7
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
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8
The information content of the yield curve for monetary policy : a survey
Berk, Jan Marc
- In:
De economist : Netherlands economic review ; quarterly …
146
(
1998
)
2
,
pp. 303-320
Persistent link: https://www.econbiz.de/10001245512
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9
The term structure of interest rates : evidence and theory
Melino, Angelo
- In:
Journal of economic surveys
2
(
1988
)
4
,
pp. 335-366
Persistent link: https://www.econbiz.de/10001078085
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10
Asset pricing at the millennium
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1515-1567
Persistent link: https://www.econbiz.de/10001505403
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