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On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
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A estrutura a termo de taxas de juros no Brasil : modelos, estimação e testes
Franklin, Sergio Luis; Duarte, Thiago B.; Neves, César … - In: Economia aplicada : EA 16 (2012) 2, pp. 255-290
Persistent link: https://www.econbiz.de/10011447779
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Polynomial term structure models
Cheng, Si; Tehranchi, Michael R. - In: International journal of theoretical and applied finance 24 (2021) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
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When and why do stock and bond markets predict US economic growth?
McMillan, David G. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
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The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
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International monetary policy spillovers : linkages between U.S. and South American yield curves
Cavaca, Igor Bastos; Meurer, Roberto - In: International review of economics & finance : IREF 76 (2021), pp. 737-754
Persistent link: https://www.econbiz.de/10013175892
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No-arbitrage one-factor term structure models in zero- or negative-lower-bound environments
Tarelli, Andrea - In: Investment management and financial innovations 17 (2020) 1, pp. 197-212
Persistent link: https://www.econbiz.de/10012300743
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Time-varying risk premium yield spread effect in term structure and global financial crisis : evidence from Europe
Choudhry, Taufiq - In: International review of financial analysis 48 (2016), pp. 303-311
Persistent link: https://www.econbiz.de/10011624526
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Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
Siegel, Andrew F. - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 919-938
Persistent link: https://www.econbiz.de/10011583812
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Análise da estrutura a termo das taxas de juros em países América Latina entre 2006 a 2014
Stona, Filipe; Amann, Jean; Morais, Maurício Delago; … - In: Revista Brasileira de Finanças : RBFin 13 (2015) 4, pp. 650-690
Persistent link: https://www.econbiz.de/10011585976