Narrow search
Showing 1 - 10 of 408,666
Cover Image
Introduction to m-m processes
Granger, C. W. J.; Hyung, Namwon - In: Journal of econometrics 130 (2006) 1, pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Cover Image
Increasing liquidity and the declining informational content of the paper-bill spread
Ferderer, J. Peter - In: Journal of economics & business 50 (1998) 4, pp. 361-377
Persistent link: https://www.econbiz.de/10001248853
Cover Image
Introduction to m-m processes
Granger, C. W. J.; Hyung, Namwon - 1998
Persistent link: https://www.econbiz.de/10000993944
Cover Image
Introduction to M-M Processes
Granger, Clive W. J.; Hyung, Namwon - 1999
This paper introduces a new type of nonlinear model, the min-max model, and analyzes the properties for a pair of series. Stability conditions of this system are given for the nonlinearly integrated bivariate series. Under these stability conditions, the difference of the two series has a...
Persistent link: https://www.econbiz.de/10014204751
Cover Image
Interest rate uncertainty and sovereign default risk
Johri, Alok; Khan, Shahed; Sosa Padilla, César - In: Journal of international economics 139 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10014281820
Cover Image
Dynamic hedging of commercial paper with T-bill futures
Koutmos, Gregory; Pericli, Andreas - In: The journal of futures markets 18 (1998) 8, pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
Cover Image
Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates
Jones, Barry E.; Nesmith, Travis D. - 1999
Persistent link: https://www.econbiz.de/10001443058
Cover Image
Susceptibility of the yield on US Treasury securities to external supply shocks : VAR analysis
Khan, M. M. Moosa; Quazi, Rahim M.; Ahmed, Syed Mushtaque - In: The international journal of finance 26 (2014) 3, pp. 256-274
Persistent link: https://www.econbiz.de/10011378775
Cover Image
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan; Shahzad, Syed Jawad Hussain; Sheng, Xin; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Cover Image
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris; Karoui, Lotfi - In: Journal of financial economics 91 (2009) 3, pp. 288-318
Persistent link: https://www.econbiz.de/10003833577