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Two-factor jump-diffusion inte...
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1
Estimation
for factor models term structure of interest rates with jumps : the case of the Taiwanese government bond market
Lin, Bing-huei
;
Yeh, Shih-kuo
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 167-197
Persistent link: https://www.econbiz.de/10001575250
Saved in:
2
Estimation
of a linear Gaussian model
Danesi, Vladimir
;
Genon-Catalot, Valentine
;
Laurent, …
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 41-69
Persistent link: https://www.econbiz.de/10001476773
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3
Drivers of commercial paper rate spread : an empirical assessment
Priyadarshini, Priyanka
;
Anshul
;
Sardar, Srijashree
; …
-
2024
Persistent link: https://www.econbiz.de/10014487021
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4
Transmission of volatility of money market overnight repo rate along the Yield Curve in Pakistan
Mahmood, Asif
-
2015
Persistent link: https://www.econbiz.de/10011419532
Saved in:
5
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
6
Yield spreads and short-term interest rate movements in the Tokyo money market and the actions of the Bank of Japan : November 1993 to March 1996
Cadle, P. J.
;
Ford, James L.
;
Kataoka, Yukie
-
1998
Persistent link: https://www.econbiz.de/10000168635
Saved in:
7
Borrowed reserves, fed funds rate targets, and the term structure
Nilsen, Jeffrey H.
-
1997
Persistent link: https://www.econbiz.de/10000956770
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8
A factor model of the term structure of interest rates and risk premium
estimation
for Latvia's money market
Ajevskis, Viktors
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003353607
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9
Heterogene Erwartungen auf dem
Geldmarkt
Trosky, Frank
-
2006
Persistent link: https://www.econbiz.de/10003357508
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10
Interest rate dynamics, interest rate expectations and the operational framework of central banks
Schmidt, Sandra
-
2010
Persistent link: https://www.econbiz.de/10008655878
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