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institution:"Banco Central del Ecuador / Dirección de Investigaciones Económicas"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
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Search: subject_exact:"Term structure theory"
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18
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18
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13
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4
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Banco Central del Ecuador / Dirección de Investigaciones Económicas
Centre for Analytical Finance <Århus>
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
National Bureau of Economic Research
273
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ECONIS (ZBW)
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Determinantes del spread y de las tasas de interés en el mercado bancario doméstico
Galarza, Ramiro
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002211426
Saved in:
2
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
3
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
4
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
5
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
6
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:
7
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
Saved in:
8
An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
Saved in:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
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