search query: @indexterm TERM STRUCTURE OF INTEREST RATES / total: 111
references: 16-25 / 111
« previous page | next page »
 titleyearauthor
16.
The information in the term structure of German interest rates
European Journal of Finance
2002 : MAR, VOL. 8:1, p. 21-45
 2002 Boero, G.
Torricelli, C.
17.
Predicting recessions with interest rate spreads: a multicountry regime-switching analysis
Journal of International Money and Finance
2002 : AUG, VOL. 21:4, p. 519-537
 2002 Ahrens, R.
18.
The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates
International Review of Financial Analysis
2002 : VOL. 11:1, p. 29-38
 2002 Nowman, K.B.
19.
The term structure of credit spreads with jump risk
Journal of Banking and Finance
2001 : NOV, VOL. 25:11, p. 2015-2040
 2001 Zhou, C.
20.
The general Hull-White model and supercalibration
Financial Analysts' Journal
2001 : NOV/DEC, VOL. 57:6, p. 34-43
 2001 Hull, J.
White, A.
21.
When units roots matter: excess volatility and excess smoothness of long-term interest rates
Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 669-694
 2001 Schotman, P. C.
22.
Estimation of a rational expectations model of the term structure
Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 639-668
 2001 Melino, A.
23.
Does conditioning information matter in estimating continuous time interest rate diffusions?
Journal of Financial and Quantitative Analysis
2001 : SEP, VOL. 36:3, p. 335-344
 2001 Abhyankar, A.
Basu, D.
24.
A Binomial Basis for the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates
Journal of Business Finance and Accounting
2001 : VOL. 28:3-4, p. 379-406
 2001 Rhys, H.
Tippett, M.
25.
Expectations hypotheses tests
Journal of Finance
2001 : AUG, VOL. 56:4, p. 1357-1399
 2001 Bekaert, G.
Hodrick, R.J.
« previous page | next page »
SCIMA