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1
Time varying term premia and risk : the case of the Spanish interbank money market
Robles Fernández, M. Dolores
;
Flores de Frutos, Rafael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10001526279
Saved in:
2
Switching-regime models in the Spanish inter-bank market
Beyaert, Arielle
;
Pérez-Castejón, Juan J.
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 93-112
Persistent link: https://www.econbiz.de/10001519352
Saved in:
3
Expectativas y volatilidad condicionada : los tipos de interés en el mercado interbancario
Pérez Rodríguez, Jorge V.
- In:
Revista de economía aplicada : publicación cuatrimestral
5
(
1997
)
13
,
pp. 83-107
Persistent link: https://www.econbiz.de/10001235829
Saved in:
4
Estimación de primas por plazo sobre tipos de interés en un contexto multivariante
Flores de Frutos, Rafael
- In:
Revista española de economía
12
(
1995
)
2
,
pp. 191-218
Persistent link: https://www.econbiz.de/10001195445
Saved in:
5
Sobre el cálculo de primas por plazo : el caso del mercado interbancario a uno y siete dias
Flores de Frutos, Rafael
- In:
Investigaciones económicas
16
(
1992
)
3
,
pp. 443-462
Persistent link: https://www.econbiz.de/10001142628
Saved in:
6
Volatility transmission along the money market yield curve
Ayuso, Juan
;
Haldane, Andrew G.
;
Restoy, Fernando
-
1994
Persistent link: https://www.econbiz.de/10000883633
Saved in:
7
Mercados de activos financieros
Martín Marín, José Luis
;
Trujillo-Ponce, Antonio
-
2011
Persistent link: https://www.econbiz.de/10009419407
Saved in:
8
Estructura intertemporal y primas de plazo en el mercado interbancario
Ayuso, Juan
Persistent link: https://www.econbiz.de/10001278853
Saved in:
9
La estructura temporal y las expectativas de tipos de corto plazo en el mercado interbancario español
Beyaert, Arielle
;
García-Solanes, José
;
Prats …
- In:
Moneda y crédito : revista de economía
(
2001
)
213
,
pp. 71-96
Persistent link: https://www.econbiz.de/10001632576
Saved in:
10
Testing the expectations
theory
in a market of short-term financial assets
Prats Albentosa, María Asuncíon
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 101-109
Persistent link: https://www.econbiz.de/10001244134
Saved in:
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