haku: @indexterm term structure of interest rates / yhteensä: 111
viitteet: 29-38 / 111
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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.
36.
An econometric model of the term structure of interest-rate swap yields
Journal of Finance
1997 : SEP, VOL. 52:4, p. 1287-1321
 1997 Duffie, D.
Singleton, K. J.
37.
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank
European Economic Review
1997 : JUL, VOL. 41:7, p. 1375-1401
 1997 Estrella, A.
Mishkin, F. S.
38.
Zustandspreise und Zinsänderungsrisikos
Zeitschrift für Betriebswirtschaft
1996 : VOL. 66:7, p. 813-836
 1996 Sandmann, K.
Schlögl, E.
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