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31
An arbitrage-free model of the yield gap
Spencer, Peter D.
- In:
The Manchester School
67
(
1999
)
Suppl
,
pp. 116-133
Persistent link: https://www.econbiz.de/10001413122
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32
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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33
How well do constant-maturity treasuries approximate the on-the-run term structure?
Jordan, James V.
;
Mansi, Sattar A.
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001530305
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34
Term premia and interest rate forecasts in affine models
Duffee, Greg
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
Saved in:
35
A model of the convenience yields in on-the-run treasuries
Cherian, Joseph A.
;
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 79-97
Persistent link: https://www.econbiz.de/10003153974
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36
The treasury bill futures market and the term structure of interest rates
Hull jr., Robert William
-
1981
Persistent link: https://www.econbiz.de/10003046789
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37
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
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38
Term structure estimation from on-the-run Treasuries
Jordan, James V.
;
Mansi, Sattar
- In:
Journal of banking & finance
27
(
2003
)
8
,
pp. 1487-1509
Persistent link: https://www.econbiz.de/10001770312
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39
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
-
2003
Persistent link: https://www.econbiz.de/10001816437
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40
Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
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