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Essays on financial econometrics : modeling the term structure of interest rates
Bouwman, Kees Evert - 2008
Persistent link: https://www.econbiz.de/10003671104
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Challenges in macro-finance modeling
Kim, Don H. - 2007
macroeconomic variables and term structure variables are modeled together in a no-arbitrage framework. I classify macro …
Persistent link: https://www.econbiz.de/10003675524
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Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick; Filipović, Damir; Kimmel, Robert - In: Journal of financial economics 83 (2007) 1, pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
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The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.; Swanson, Eric T.; Wu, Tao - In: Monetary and economic studies 24 (2006), pp. 83-109
Persistent link: https://www.econbiz.de/10003399002
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.; Diebold, Francis X.; … - 2007
Persistent link: https://www.econbiz.de/10003604248
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The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003417803
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.; Diebold, Francis X.; … - 2008
Persistent link: https://www.econbiz.de/10003778773
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003586276
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Die Zinsstrukturtheorie : Eine Analyse der Faktoren, Arbitrage und Volatilität für das Euro-Währungsgebiet
Stoklossa, Harald - 2010
DIE METHODISCHE GRUNDLEGUNG -- AUSGANGSBASIS: DIE BESTEHENDE ZINSSTRUKTURKURVE -- DIE ÄLTEREN THEORIEN ZUR ZINSSTRUKTUR … -- DIE GRUNDMODELLE DER ZINSSTRUKTUR -- DIE DETERMINISTISCHEN FAKTOREN ZUR ZINSSTRUKTUR -- DIE SUBSTITUTIVEN … ARBITRAGEPROZESSE ZUR ZINSSTRUKTUR -- DIE STOCHASTISCHEN VOLATILITÄTEN DER ZINSSTRUKTUR -- ERKLÄRUNGS- & PROGNOSEMODELL ZUR ZINSSTRUKTUR. …
Persistent link: https://www.econbiz.de/10014425190