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Extracting information from asset prices : the methodology of EMU calculators
Favero, Carlo A. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000998756
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The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates
Jondeau, Eric; Ricart, Roland - In: Journal of international money and finance 18 (1999) 5, pp. 725-750
Persistent link: https://www.econbiz.de/10001415349
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Predictable Changes in Yields and Forward Rates
Backus, David K. - 2010
simple form with forward rates: as theory suggests, the largest discrepancies are at short maturities. (ii) Reasonable …
Persistent link: https://www.econbiz.de/10012763624
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Predictable Changes in Yields and Forward Rates
Backus, David - 1998
simple form with forward rates: as theory suggests, the largest discrepancies are at short maturities. (ii) Reasonable …
Persistent link: https://www.econbiz.de/10012472439
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Extracting information from asset prices : the methodology of EMU calculators
Favero, Carlo A. (contributor) - 1997
Persistent link: https://www.econbiz.de/10013422348
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Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: Economic research 32 (2019) 1,4, pp. 3987-4014
Persistent link: https://www.econbiz.de/10012405739
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The information in global interest rate futures contracts
Brooks, Robert; Cline, Brandon N.; Teterin, Pavel; You, Yu - In: The journal of futures markets 42 (2022) 6, pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
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A reconsideration of the role of forward-market arbitrage in Keynes’ and Hicks’ theories of the term structure of interest rates
Brillant, Lucy - In: The European journal of the history of economic thought 21 (2014) 6, pp. 1085-1101
Persistent link: https://www.econbiz.de/10010483243
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Testing the expectations hypothesis on corporate bond yields
Azar, Samih Antoine - In: Review of applied economics 16 (2020) 1/2, pp. 117-127
Persistent link: https://www.econbiz.de/10012670451
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Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana - In: European journal of operational research : EJOR 263 (2017) 2, pp. 707-718
Persistent link: https://www.econbiz.de/10011794020