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Modelling the UK and Euro yield curves using the generalized Vasicek model : empirical results fron panel data for one and two factor models

Nowman, Khalid Ben - In: International review of financial analysis 19 (2010) 5, pp. 334-341

Persistent link: https://www.econbiz.de/10009272649

What matters when? : the impact of ECB communication on financial market expectations

Lamla, Michael; Lein-Rupprecht, Sarah M. - In: Applied economics 43 (2011) 28/30, pp. 4289-4309

Persistent link: https://www.econbiz.de/10009388212

Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets

Saar, Dan; Yagil, Yossi - In: Journal of international financial markets, … 37 (2015), pp. 27-41

Persistent link: https://www.econbiz.de/10011474971

Inflation co-movement across countries in multi-maturity term structure : an arbitrage-free approach

Chen, Shi; Härdle, Wolfgang; Wang, Weining - 2015

Inflation expectation is acknowledged to be an important indicator for policy makers and financial investors. To capture a more accurate real-time estimate of inflation expectation on the basis of financial markets, we propose an arbitrage-free model across different countries in a...

Persistent link: https://www.econbiz.de/10011389060