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Tests of the expectations hypothesis and policy reaction to the term spread : some comparative evidence
Boero, Gianna; Torricelli, Constanza - 1998
Persistent link: https://www.econbiz.de/10001362022
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Fitting the term structure of nominal interest rates with an extended Vasicek model
Guo, Chen - In: Advances in international banking and finance 3 (1998), pp. 55-71
Persistent link: https://www.econbiz.de/10001362302
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Die Risikostruktur von Industrieanleihen : eine ökonometrische Untersuchung unter Verwendung ordinaler Kredit-Ratings
Tessin, Peter von - 1999
Persistent link: https://www.econbiz.de/10001370932
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Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model : international evidence
Babbs, Simon H.; Nowman, K. Ben - In: Asia-Pacific financial markets 5 (1998) 2, pp. 159-183
Persistent link: https://www.econbiz.de/10001372065
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Estimating yield curves by Kernel smoothing methods
Linton, O. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001373068
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Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
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Aspects of systemic risk in banking : Inter Bank Loans, Optimal Bank Size and the Swiss Regional Bank Crisis
Staub, Markus - 1999 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001381943
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Term structure of interest rates, non-neutral inflation and economic growth
Berardi, Andrea - 1997
Persistent link: https://www.econbiz.de/10001394067
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Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R. - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 452-476
Persistent link: https://www.econbiz.de/10001334599
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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436