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Investing in zero coupon bonds...
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ECONIS (ZBW)
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91
Empirical application of the "Nelson and Siegel" parsimonious zero-coupon yield curve model
Stamirowski, Marcin
-
1999
Persistent link: https://www.econbiz.de/10001427164
Saved in:
92
Betriebswirtschaftliche und steuerliche Analyse von Zero-Bonds und Stripped Bonds
Kußmaul, Heinz
- In:
Rechnungswesen als Instrument für …
,
(pp. 287-304)
.
1999
Persistent link: https://www.econbiz.de/10001305065
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93
The zero bound and the term structure in a nonlinear macroeconomic model
Wolman, Alexander L.
- In:
Seoul journal of economics
19
(
2006
)
1
,
pp. 147-170
Persistent link: https://www.econbiz.de/10003360327
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94
Nonparametric estimation of a multifator Heath-Jarrow-Morton model : an integrated approach
Jeffrey, Andrew
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001596320
Saved in:
95
The analysis of duration and immunization strategy under the HJM term structure framework
Chang, Chuang-chang
;
Ho, Ra-jian
- In:
Research in finance
19
(
2002
),
pp. 241-268
Persistent link: https://www.econbiz.de/10001717573
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96
Spezielle Zinskurven - zeitdiskrete Modelle für Zinsstrukturkurven
Schlüchtermann, Georg
- In:
Investmentmodelle für das Asset-liability-Modelling …
,
(pp. 285-317)
.
2001
Persistent link: https://www.econbiz.de/10001661210
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97
Yield curve estimation by kernel smoothing methods
Linton, Oliver
(
contributor
)
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 185-223
Persistent link: https://www.econbiz.de/10001617163
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98
Exponentials, polynomials and Fourier series : more yield curve modelling at the Bank of Canada
Bolder, David Jamieson
;
Gusba, Scott
-
2002
Persistent link: https://www.econbiz.de/10001712214
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99
Uncovered interest parity revisited
Alexius, Annika
- In:
Review of international economics
9
(
2001
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10001606922
Saved in:
100
Betriebswirtschaftliche und steuerrechtliche Analyse von Zero-Bonds
Bentlage, Carsten
-
1996
Persistent link: https://www.econbiz.de/10000933971
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