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The expectations hypothesis and decoupling of short- and long-term US interest rates : a pairwise approach
Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: The North American journal of economics and finance : a … 34 (2015), pp. 301-313
Persistent link: https://www.econbiz.de/10011540004
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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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On illiquidity of an emerging sovereign bond market
Karahan, Cenk C.; Soykök, Emre - In: Economic systems 47 (2023) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10014317573
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A spectral method for bonds
Frutos, Javier de - In: Computers & operations research : and their … 35 (2008) 1, pp. 64-75
Persistent link: https://www.econbiz.de/10003665764
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Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
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A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls
Levene, Mark; Fenner, Trevor - In: International journal of forecasting 37 (2021) 3, pp. 1227-1234
Persistent link: https://www.econbiz.de/10012794848
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Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Díaz Lozano, Pere; Lozano Bagén, Toni; Vives, Josep - In: The journal of computational finance : JFC 27 (2023) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10014486922
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The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi; Horny, Guillaume; Sevestre, Patrick - 2015
Persistent link: https://www.econbiz.de/10011305234
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Interest Rate Convergence in the EMS Prior to European Monetary Union
Frömmel, Michael - 2009
In this paper we analyze the convergence of interest rates in the European MonetarySystem (EMS) in a framework of changing persistence. This allows us to estimate the exact date of full convergence from the data. A change in persistence means that a time series switches from stationarity to...
Persistent link: https://www.econbiz.de/10013159293