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Sovereign bond spreads and credit sensitivity
Schefer, Ricardo, (2020)
Systematic risk and yield premiums in the bond market
Fu, Liang, (2015)
Ex ante bond returns and time-varying monotonicity
Yahyaei, Hamid, (2025)
Markovian spot rate dynamics with stochastic volatility structures
Au, Kelly T., (1997)
Deposit insurance stochastic interest rates, and the regulation of depository institutions
Au, Kelly T., (1999)
A generalised method of moments : comparison of discrete Heath-Jarrow-Morton interest rate models
Thurston, David C., (1994)