Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond models
Year of publication: |
1996
|
---|---|
Authors: | Ramamurtie, B. Sailesh ; Ulman, Scott |
Institutions: | Federal Reserve Bank of Atlanta |
Subject: | Bonds | Financial markets |
-
Linkage dynamics of sovereign credit risk and financial markets : a bibliometric analysis
Bajaj, Vimmy, (2022)
-
Information acquisition and rating agencies
Cole, Harold L., (2023)
-
Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond models
Ramamurtie, B. Sailesh, (1996)
- More ...
-
MLE is alive and well in the financial markets
Ramamurtie, B. Sailesh, (1996)
-
Applying economic restrictions to foreign exchange rate dynamics : spot rates, futures, and options
Dothan, Michael U., (1996)
-
MLE is alive and well in the financial markets
Ramamurtie, B. Sailesh, (1996)
- More ...