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An extreme value approach to estimating volatility and value at risk
Bali, Turan G. - In: The journal of business : B 76 (2003) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
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Assessing the term structure of expected inflation using treasury inflation-protected securities : near real-time measures for those who need quick estimates
DePrince, Albert E. - In: Business economics : the journal of the National … 38 (2003) 1, pp. 46-54
Persistent link: https://www.econbiz.de/10001746325
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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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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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Prejudgment interest : the long and the short of it
Losey, Robert L.; Mass, Michael; Li, Jingsan - In: Journal of forensic economics 15 (2002) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10001792907
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Time-consistent no-arbitrage models of the term structure
Brandt, Michael W. (contributor); Yaron, Amir (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
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Interpolating the term structure from par yield and swap curves
Rendleman, Richard J. - In: The journal of fixed income 13 (2004) 4, pp. 80-89
Persistent link: https://www.econbiz.de/10002030036
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A comparison of long bond yields in the United Kingdom, the United States, and Germany
Brooke, Martin; Clare, Andrew D.; Lekkos, Ilias - In: Quarterly bulletin / Bank of England 40 (2000) 2, pp. 150-158
Persistent link: https://www.econbiz.de/10001510026
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Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.; Neftci, Salih N. - In: The journal of fixed income 10 (2001) 4, pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
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The dynamic relationship between the Federal Funds Rate and the treasury bill rate : an empirical investigation
Sarno, Lucio; Thornton, Daniel L. - 2000
Persistent link: https://www.econbiz.de/10001580929