Ähnliche Einträge: Testing Term Structure Estimation Methods
- Testing the long-run implications of the neoclassical growth model for Australia
- Cointégration et structure par terme des taux d`intéret.
- Bootstrapping sequential tests for multiple structural breaks
- GMM Estimation of Affine Term Structure Models
- Testing growth theories time series evidence
- Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates Explaining the Predictability Smile
Verfasser: Bliss, Robert R.
- Testing Term Structure Estimation Methods
- <The> Implied Volatility of U.S. Interest Rates Evidence from Callable U.S. Treasuries
- Empirical Tests of Two State-Variable HJM Models
- Callable U.S. treasury bonds Optimal calls, anomalies, and implied volatilities
- <The> stability of interest rate processes