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Modeling and forecasting stock return volatility and the term structure of interest rates
Pooter, Michiel de - 2007
Persistent link: https://www.econbiz.de/10003539428
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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
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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
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No-arbitrage Taylor rules
Ang, Andrew; Dong, Sen; Piazzesi, Monika - 2007
Persistent link: https://www.econbiz.de/10003560949
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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
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Forecasting bonds yields in the Brazilian fixed income market
Vicente, Jose (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003529882
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Determinants of weekly yields on government securities in India
Dua, Pami; Raje, Nishita - 2010
Persistent link: https://www.econbiz.de/10003984585
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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
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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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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