Narrow search
Showing 1 - 10 of 201,982
Cover Image
Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model
Sugita, Katsuhiro - In: International journal of economics and finance 9 (2017) 3, pp. 49-56
Persistent link: https://www.econbiz.de/10011642177
Cover Image
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios; Avdoulas, Christos; Hassapis, Christis - In: International review of financial analysis 55 (2018), pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
Cover Image
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos; Bekiros, Stelios; Lucey, Brian M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Cover Image
Testing cointegration in quantile regressions with an application to the term structure of interest rates
Kuriyama, Nina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 107-121
Persistent link: https://www.econbiz.de/10011507436
Cover Image
Identification and estimation of Gaussian affine term structure models with regime switching
Wang, Gang - In: Journal of mathematical finance 4 (2014) 3, pp. 148-159
Persistent link: https://www.econbiz.de/10010400123
Cover Image
Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996-2010)
Gouvêa, Raphael Rocha; Schettini, Bernardo Patta - In: Economia : revista da ANPEC 16 (2015) 2, pp. 250-271
specification needs a better theoretical grounding. Evidence of nonlinearities has been found by different estimation techniques …
Persistent link: https://www.econbiz.de/10011865510
Cover Image
Essays in international economics and finance
Reidel, Demian Axel - 2006
Persistent link: https://www.econbiz.de/10003965691
Cover Image
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon; Scrimgeour, Frank G. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Cover Image
Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias
Juneja, Januj - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 695-715
Persistent link: https://www.econbiz.de/10011979271
Cover Image
Correcting estimation bias in dynamic term structure models
Bauer, Michael D.; Rudebusch, Glenn D.; Wu, Jing Cynthia - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 454-467
Persistent link: https://www.econbiz.de/10009658338