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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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Carry trades and sovereign CDS spreads : evidence from Asia-Pacific markets
Pavlova, Ivelina; DeBoyrie, Maria Eugenia - In: The journal of futures markets 35 (2015) 11, pp. 1067-1087
Persistent link: https://www.econbiz.de/10011546216
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On inter-arrival times of bond market extreme events : an application to seven European markets
Siakoulis, Vasileios G.; Venetis, Ioannis A. - In: Journal of economics and finance 39 (2015) 4, pp. 717-741
Persistent link: https://www.econbiz.de/10011471449
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Volatility of yields of government bonds among GIIPS Countries during the sovereign debt crisis in the Euro Area
Heryán, Tomáš; Ziegelbauer, Jan - In: Equilibrium : quarterly journal of economics and … 11 (2016) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10011487821
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Money-market rates and retail interest regulation in China : the disconnect between interbank and retail credit conditions
Porter, Nathaniel John; Xu, TengTeng - In: International journal of central banking : IJCB 12 (2016) 1, pp. 143-198
Persistent link: https://www.econbiz.de/10011489879
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Volatility dynamics in the term structure of Latin American sovereign international bonds
Thuraisamy, Kannan Sivananthan - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 859-866
Persistent link: https://www.econbiz.de/10011561103
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Recent evolution of long term interest rates in Spain in relation to other European Union countries
Iglesias, Emma M.; Loureiro, Angel M. - In: The empirical economics letters : a monthly … 13 (2014) 3, pp. 227-236
Persistent link: https://www.econbiz.de/10010406587
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The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Gospodinov, Nikolaj; Jamali, Ibrahim - In: Journal of empirical finance 19 (2012) 4, pp. 497-510
Persistent link: https://www.econbiz.de/10009615666
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Fractional integration and the volatility of UK interest rates
Coleman, Simeon; Sirichand, Kavita - In: Economics letters 116 (2012) 3, pp. 381-384
Persistent link: https://www.econbiz.de/10009674339
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Regime-switching univariate diffusion models of the short-term interest rate
Choi, Seungmoon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009513595