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Essays on term structure modeling : estimation, nonlinearities and immunization
Archontakis, Theofanis - 2007
Persistent link: https://www.econbiz.de/10003637458
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Contemporary approaches to interest measurement
Zytowski, Donald G. (contributor) - 1973
Persistent link: https://www.econbiz.de/10000616773
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The new interest rate models
Hughston, Lane P. (ed.) - 2000
Persistent link: https://www.econbiz.de/10001522106
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Essays on consumer finance
Hannon, Simona M. - 2024
Persistent link: https://www.econbiz.de/10014457453
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Essays on the use of MIDAS regressions in banking and finance
Kostrov, Alexander - 2021
Economic time series are available at different frequencies due to their origin and data collection techniques. A mixed data sampling (MIDAS) regression is mainly a forecasting tool designed to harness mixed-frequency data. This dissertation proposes a computationally efficient estimation...
Persistent link: https://www.econbiz.de/10012651022
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Essays in finance: aggregating distributions and detecting structural breaks
Ullmann, Daniel - 2017
Persistent link: https://www.econbiz.de/10012260505
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Asymetric Dependence in Finance : Diversification, Correlation and Portfolio Management in Market Downturns
Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018
-- 5.1 Introduction -- 5.2 Asymmetric Dependence in Implied Equity Correlation: The Implied Correlation Skew -- 5.3 The … Effect of Correlation Skew on Portfolio Choice -- 5.3.1 The Optimal Portfolio Incorporating Stochastic Correlation -- 5 ….3.2 Characteristics and Model Intuition -- 5.3.3 Empirical Observations -- 5.4 Equity Correlation Products -- 5.4.1 Dispersion -- 5 …
Persistent link: https://www.econbiz.de/10011841506
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Dealing with debt : less risk for more growth in Latin America and the Caribbean
Powell, Andrew (ed.); Valencia, Oscar M. (ed.) - 2023
Persistent link: https://www.econbiz.de/10014235368
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The global financial crisis
Taylor, Mark P. (ed.); Clarida, Richard H. (contributor) - 2011 - 1. publ.
Persistent link: https://www.econbiz.de/10008669175
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Monetary policy and central banking : new directions in post-keynesian theory
Rochon, Louis-Philippe (contributor) - 2012
Persistent link: https://www.econbiz.de/10009574818