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The response of term rates to monetary policy uncertainty
Jordà, Òscar (contributor); Salyer, Kevin Duff (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630373
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Die Geldmarktsteuerung der Europäischen Zentralbank und das Geldangebot der Banken : mit 12 Tabellen
Nautz, Dieter - 2000
Persistent link: https://www.econbiz.de/10001472967
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Models for estimating the structure of interest rates from observations of yield curves
Kortanek, K. O.; Medvedev, V. G. - 1999
Persistent link: https://www.econbiz.de/10001491259
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Exchange rate determination and real interest rate differentials under uncertainty
Lapan, Harvey E. - 1984
Persistent link: https://www.econbiz.de/10002264637
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Riskfree rate dynamics : information, trading, and state space modeling
Wel, Michel van der - 2008
Persistent link: https://www.econbiz.de/10003775902
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Essays on dual risk measures and the asymptotic term structure
Schulze, Klaas (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872174
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A multiple-curve HJM model of interbank risk
Crépey, Stéphane; Grbac, Zorana; Nguyen, Hai Nam - In: Mathematics and financial economics 6 (2012) 3, pp. 155-190
Persistent link: https://www.econbiz.de/10009624635
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Dynamic CDO term structure modeling
Filipović, Damir; Overbeck, Ludger; Schmidt, Thorsten - In: Mathematical finance : an international journal of … 21 (2011) 1, pp. 53-71
Persistent link: https://www.econbiz.de/10008935703
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The term structure of interbank risk
Filipović, Damir; Trolle, Anders B. - In: Journal of financial economics 109 (2013) 3, pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
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A dynamic affine factor model for the pricing of collateralized debt obligations
Eksi, Zehra; Filipović, Damir - 2013
has the feature that it incorporates a catastrophic risk component as a tool to capture the dynamics of super …
Persistent link: https://www.econbiz.de/10009750706