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source:"econis"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Europäische Zentralbank"
~institution:"The Wharton Financial Institutions Center"
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
€STR annual methodology review
Europäische Zentralbank
-
Frankfurt am Main, Germany : European Central Bank
-
December 2022-
Persistent link: https://www.econbiz.de/10014301996
Saved in:
2
Bond markets and long-term interest rates in European Union accession countries
2002
Persistent link: https://www.econbiz.de/10001702868
Saved in:
3
Statistics on other financial intermediaries, financial markets and interest rates in the accession countries
2003
Persistent link: https://www.econbiz.de/10001756142
Saved in:
4
On measuring skewness and kurtosis in short rate distributions : the case of the US dollar London Inter Bank Offer Rates
Dutta, Kabir K.
(
contributor
);
Babbel, David F.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685960
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
7
Consumer response to changes in credit supply : evidence from credit card data
Gross, David B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575984
Saved in:
8
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
9
Bank consolidation and consumer loan interest rates
Kahn, Charles M.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575969
Saved in:
10
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
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