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Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
2010
Persistent link: https://www.econbiz.de/10008904346
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2
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
Saved in:
3
Can the term spread predict output growth and recessions? : a survey of the literature
Wheelock, David C.
;
Wohar, Mark E.
- In:
Review / Federal Reserve Bank of St. Louis
91
(
2009
)
5
,
pp. 419-440
Persistent link: https://www.econbiz.de/10003902304
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4
The macroeconomy and the yield curve : the search for a unified approach
Rotondi, Zeno
- In:
International finance and monetary policy
,
(pp. 187-208)
.
2006
Persistent link: https://www.econbiz.de/10003459497
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5
The term structure of interest rates
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 69-96
Persistent link: https://www.econbiz.de/10003924493
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6
Term structure models
Lapshin, Victor
- In:
Market risk and financial markets modeling
,
(pp. 115-127)
.
2012
Persistent link: https://www.econbiz.de/10009514447
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7
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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8
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.
;
Rutkowski, Marek
-
2002
Persistent link: https://www.econbiz.de/10001621020
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9
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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10
Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1569-1622
Persistent link: https://www.econbiz.de/10001505405
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