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Threshold dynamics of short-term interest rates : empirical evidence and implications for the term structure
Archontakis, Theofanis; Lemke, Wolfgang - In: Economic notes : economic review of Banca Monte dei … 37 (2008) 1, pp. 75-117
Persistent link: https://www.econbiz.de/10003712975
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Feasible estimation of the long term interest rate dynamics by nonlinear techniques
Fink, S.; Walde, J. - In: Computational finance and its applications III : …, (pp. 43-50). 2008
Persistent link: https://www.econbiz.de/10003713251
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Linkages of Indian interest rates with US and Japanese rates
Vuyyuri, Srivyal - In: Applied econometrics and international development 4 (2004) 2, pp. 19-34
Persistent link: https://www.econbiz.de/10003718961
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Essays on term structure modeling : estimation, nonlinearities and immunization
Archontakis, Theofanis - 2007
Persistent link: https://www.econbiz.de/10003637458
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Explaining the growth of higher-priced loans in HMDA : a decomposition approach
Do, Chau; Paley, Irina - In: The journal of real estate research 29 (2007) 4, pp. 441-477
Persistent link: https://www.econbiz.de/10003637921
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Prediction of the economic activity from the short and long-term interest rate differential : new evidences in Chile and the United States of America cases
Cademártori Rosso, David; Navia, Rodrigo; Galea, Manuel; … - In: Applied economics letters 15 (2008) 7/9, pp. 707-712
Persistent link: https://www.econbiz.de/10003741646
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Term structure estimation with survey data on interest rate forecasts
Kim, Don H.; Orphanides, Athanasios - 2005
Persistent link: https://www.econbiz.de/10003159187
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Long memory in the U.S. interest rate
Gil-Alaña, Luis A. - In: International review of financial analysis 13 (2004) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10002115098
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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
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Politique monétaire, inertie des taux longs américains et choix de portefeuille
Ducoudré, Bruno (contributor) - 2006
Persistent link: https://www.econbiz.de/10003351225