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Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
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Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
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The term premium, time varying interest rate volatility and central bank policy reaction
Kugler, Peter - In: Economics letters 76 (2002) 3, pp. 311-316
Persistent link: https://www.econbiz.de/10001691844
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Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
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Testing for a unit root with near-integrated volatility
Boswijk, Herman Peter - 2001
Persistent link: https://www.econbiz.de/10001610169
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A two-factor term structure model under GARCH volatility
Heston, Steven L.; Nandi, Saikat - In: The journal of fixed income 13 (2003) 1, pp. 87-95
Persistent link: https://www.econbiz.de/10001782469
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Modeling volatility and changes in the swap spread
In, Francis Haeuck; Brown, Rob; Fang, Victor - In: International review of financial analysis 12 (2003) 5, pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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Interpreting the term structure of interbank rates in Hong Kong
Gerlach, Stefan - In: Pacific-Basin finance journal 11 (2003) 5, pp. 593-609
Persistent link: https://www.econbiz.de/10001806907
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Interest rate smoothing and time-varying premium : another look at debt management in Japan
Takeda, Yosuke - 1999
Persistent link: https://www.econbiz.de/10001486842
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E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi; Avellaneda, Marco - 1999
Persistent link: https://www.econbiz.de/10001491262