search query: @indexterm term structure of interest rates / total: 111
references: 26-35 / 111
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26.
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Journal of Financial Economics
2001 : OCT, VOL. 62:1, p. 39-66
 2001 Longstaff, F. A.
Santa-Clara, P.
Schwartz, E. S.
27.
A new stochastic duration based on the Vasicek and CIR term structure theories
Journal of Business Finance and Accounting
2000 : SEP-OCT, VOL. 27:7&8, p. 911-932
 2000 Wu, X.
28.
Decreasing yield curves in a model with an unknown constant growth rate
European Finance Review
2000 : VOL. 4:1, p. 51-67
 2000 Riedel, F.
29.
Extracting information from asset prices: the methodology of EMU calculators
European Economic Review
2000 : OCT, VOL. 44:9, p. 1607-1632
 2000 Favero, C.
30.
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Journal of Financial and Quantitative Analysis
2000 : JUN, VOL. 35:2, p. 191-216
 2000 Bali, T.
31.
After-tax term structures of real innterest rates: inferences from the UK linked and non-linked gilt maarkets
Journal of Banking and Finance
2000 : SEP, VOL. 24:9, p. 1433-1455
 2000 Aziz, A.R.
Prisman, E.Z.
32.
Switching-regime models in the Spanish inter-bank market
European Journal of Finance
2000 : JUN, VOL. 6:2, p. 93-112
 2000 Beyaert, A.
Pérez-Castejón, J. J.
33.
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bounds
European Financial Management
1997 : NOV, VOL. 3:3, p. 269-292
 1997 Sommer, D.
34.
Nonparametric smoothing of yield curves
Review of Quantitative Finance and Accounting
1997 : OCT, VOL. 9:3, p. 251-267
 1997 Tanggaard, C.
35.
The information content of the term structure: Evidence for Germany
Empirical Economics
1997 : VOL. 22:2, p. 161-179
 1997 Gerlach, S.
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