The expectations theory of interest rates : cointegration and factor decomposition
Year of publication: |
1995
|
---|---|
Authors: | Choi, Seung-mook S. |
Other Persons: | Wohar, Mark E. (contributor) |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 11.1995, 2, p. 253-262
|
Subject: | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | USA | United States | 1979-1989 |
-
La théorie des anticipations de la structure par terme : test à partir des titres publics français
Jondeau, Eric, (1998)
-
Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku, (1999)
-
Is there excess comovement of bond yields between countries?
Sutton, Gregory D., (2000)
- More ...
-
S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S., (1994)
-
Implied volatility in options markets and conditional heteroscedasticity in stock markets
Choi, Seung-mook S., (1992)
-
A product diffusion model incorporating repeat purchases
Olson, Jerome A., (1985)
- More ...