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61
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
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62
Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
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63
International interest rates and US monetary policy announcements : evidence from Hong Kong and Singapore
Valente, Giorgio
- In:
Journal of international money and finance
28
(
2009
)
6
,
pp. 920-940
Persistent link: https://www.econbiz.de/10003888022
Saved in:
64
Global financial transmission of monetary policy shocks
Ehrmann, Michael
;
Fratzscher, Marcel
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
6
,
pp. 739-759
Persistent link: https://www.econbiz.de/10003898986
Saved in:
65
Impact study on the interest rate futures market
Choi, Hyunyoung
;
Finnerty, Joseph E.
- In:
The quarterly review of economics and finance : journal …
46
(
2006
)
4
,
pp. 495-512
Persistent link: https://www.econbiz.de/10003416606
Saved in:
66
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
;
Timmermann, Allan
-
2007
Persistent link: https://www.econbiz.de/10003443836
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67
The market price of risk in interest rate swaps : the roles of default and liquidity risks
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2337-2359
Persistent link: https://www.econbiz.de/10003406286
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68
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
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69
Inflation targeting and the anchoring of inflation expectations in the Western Hemisphere
Gürkaynak, Refet S.
;
Levin, Andrew T.
;
Marder, Andrew N.
; …
- In:
Economic review : an annual report of the Economic …
(
2007
),
pp. 25-47
Persistent link: https://www.econbiz.de/10003473865
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70
Three essays on investments
Aragon, George O.
-
2005
Persistent link: https://www.econbiz.de/10003908780
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