Narrow search
Showing 11 - 20 of 656,262
Cover Image
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
Cover Image
Credit spreads : Einflussfaktoren, Berechnung und langfristige Gleichgewichtsmodellierung
Schlecker, Matthias - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003861217
Cover Image
Single equation models, co-integration and the expectations hypothesis of the term structure of interest rates
Casalin, Fabrizio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003485351
Cover Image
An invariance property of the common trands under linear transformations of the data
Johansen, Søren; Jusélius, Katarina - 2010
Persistent link: https://www.econbiz.de/10008688532
Cover Image
A pure-jump transaction-level price model yielding cointegration
Hurvich, Clifford M.; Wang, Yi - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 539-558
Persistent link: https://www.econbiz.de/10008736141
Cover Image
Testing uncovered interest rate parity and term structure using multivariate threshold cointegration
Krishnakumar, Jayalakshmi; Neto, David - In: Computational methods in financial engineering : essays …, (pp. 191-210). 2008
Persistent link: https://www.econbiz.de/10003669639
Cover Image
Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926957
Cover Image
The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: The European journal of finance 17 (2011) 9/10, pp. 851-881
Persistent link: https://www.econbiz.de/10009529136
Cover Image
Capital markets and aggregate factors in the Chilean economy
Morales, Marco - 2007
Persistent link: https://www.econbiz.de/10009248613
Cover Image
Time varying price discovery
Avino, Davide; Lazar, Emese; Varotto, Simone - In: Economics letters 126 (2015), pp. 18-21
Persistent link: https://www.econbiz.de/10011376376