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Yield Curve Dynamics and Spill...
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81
Modeling and forecasting stock return volatility and the term structure of interest rates
Pooter, Michiel de
-
2007
Persistent link: https://www.econbiz.de/10003539428
Saved in:
82
Convergence and anchoring of
yield
curves in the euro area
Ehrmann, Michael
;
Fratzscher, Marcel
;
Gürkaynak, Refet S.
-
2007
Persistent link: https://www.econbiz.de/10003549837
Saved in:
83
Convergence and anchoring of
yield
curves in the euro area
Ehrmann, Michael
;
Fratzscher, Marcel
;
Gürkaynak, Refet S.
-
2007
using high-frequency bond
yield
data for France, Germany, Italy and Spain. We find that Economic and Monetary Union (EMU …
Persistent link: https://www.econbiz.de/10003554986
Saved in:
84
No-arbitrage Taylor rules
Ang, Andrew
;
Dong, Sen
;
Piazzesi, Monika
-
2007
Persistent link: https://www.econbiz.de/10003560949
Saved in:
85
Zinsstruktur
und Aktienrenditen : zur Relevanz von Zinsrisiken für
Rendite
und Risiko der Aktien deutscher Finanzintermediäre
Czaja, Marc-Gregor
-
2007
Persistent link: https://www.econbiz.de/10003513365
Saved in:
86
Forecasting bonds yields in the Brazilian fixed income market
Vicente, Jose
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003529882
Saved in:
87
Determinants of weekly yields on government securities in India
Dua, Pami
;
Raje, Nishita
-
2010
Persistent link: https://www.econbiz.de/10003984585
Saved in:
88
Forecasting the
yield
curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Exterkate, Peter
;
Dijk, Dick van
;
Heij, Christiaan
; …
-
2010
Persistent link: https://www.econbiz.de/10003987315
Saved in:
89
Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003875669
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90
Regime switching term structure model under partial information
Futami, Hidenori
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 265-294
Persistent link: https://www.econbiz.de/10008992165
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