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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669
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Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000886970
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The price approach to financial integration : decomposing European money market interest rate differentials
Lemmen, Jan; Eijffinger, Sylvester C. W. - 1994
Persistent link: https://www.econbiz.de/10000888237
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Permanent-transitory confusion and the predictive power of the yield curve
Bodart, Vincent - 1994
Persistent link: https://www.econbiz.de/10000890676
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Heterogeneity, aggregate uncertainty and the short term interest rate : a case study of two solution techniques
Den Haan, Wouter J. - 1994
Persistent link: https://www.econbiz.de/10000891986
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The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992 - Version 2
Persistent link: https://www.econbiz.de/10000893012
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Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022
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Models of the term structure of interest rates
Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1994
Persistent link: https://www.econbiz.de/10000893063