haku: @indexterm term structure of interest rates / yhteensä: 111
viitteet: 19-28 / 111
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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.
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.
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