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institution:"International Center for Financial Asset Management and Engineering"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"Internationaler Währungsfonds / Western Hemisphere Department"
~institution:"Internationaler Währungsfonds"
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Search: subject_exact:"Term structure model"
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International Center for Financial Asset Management and Engineering
Federal Reserve Bank of Cleveland
Internationaler Währungsfonds / Western Hemisphere Department
Internationaler Währungsfonds
National Bureau of Economic Research
269
Institut für Schweizerisches Bankwesen <Zürich>
19
Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Indonesia : selected issues
Internationaler Währungsfonds
-
2021
Persistent link: https://www.econbiz.de/10012516490
Saved in:
2
Forecasting with the Yield curve : level, slope, and output ; 1875 - 1997
Bordo, Michael D.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003390604
Saved in:
3
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
4
Higher order expectations in asset pricing
Bacchetta, Philippe
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240454
Saved in:
5
The yield curve, recessions, and the credibility of the monetary regime : long-run evidence, 1875 - 1997
Bordo, Michael D.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002548166
Saved in:
6
Monitoring and controlling bank risk : does risky debt serve any purpose?
Krishnan, C.N.V.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542592
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7
Pricing kernels, inflation, and the term structure of interest rates
Craig, Ben R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542645
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8
On credit spread slopes and predicting bank risk
Krishnan, C. N. V.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542724
Saved in:
9
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
10
New Zealand: selected issues
Nolan, Sean
;
Parrado, Eric
;
Ramakrishnan, Uma
; …
-
2003
Persistent link: https://www.econbiz.de/10001777042
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