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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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Essays on financial markets and the macroeconomy
Mönch, Emanuel - 2006
Persistent link: https://www.econbiz.de/10003412031
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Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001516312
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A three-factor econometric model of the US term structure
Gong, Frank Fangxiong; Remolona, Eli M. - 1997
Persistent link: https://www.econbiz.de/10000982514
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Non-linearities in macroeconomics : evaluation of non-linear time series models
Galvão, Ana Beatriz C. - 2001
Persistent link: https://www.econbiz.de/10001752949
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An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Health-Jarrow-Morton model
Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10001590545
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Introduction of a New Conceptual Framework for Government Debt Management : With a Special Emphasis on Modeling the Term Structure Dynamics
Hubig, Anja - 2013
Core assumptions underlying the micro portfolio approach to public debt management -- A public finance framework for long-term sovereign funding decisions -- Recommendations for broader debt management objectives -- A new approach to model the shape and dynamics of the term structure of interest...
Persistent link: https://www.econbiz.de/10014016469