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institution:"Universität Zürich / Institut für Schweizerisches Bankwesen"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Europäische Zentralbank"
~institution:"Federal Reserve System / Division of Research and Statistics"
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Search: subject_exact:"BGM model"
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Yield curve
24
Zinsstruktur
24
Theorie
17
Theory
17
Rentenmarkt
4
Bond market
3
Eastern Europe
3
Estimation theory
3
Markov chain
3
Markov-Kette
3
Option pricing theory
3
Optionspreistheorie
3
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3
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2
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Stochastic process
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1
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Fisher, Mark
2
Shin Jensen, Malene
2
Collin-Dufresne, Pierre
1
Daniels, Kenneth N.
1
Duffee, Greg
1
Gilles, Christian
1
Goldstein, Robert S.
1
Haverkamp, Tom
1
Kochin, Levis A.
1
McCulloch, J. Huston
1
Nychka, Douglas W.
1
Schmid, Wolfgang
1
Svenstrup, Mikkel
1
Tobler, Jürg
1
Tzotchev, Dobromir
1
Zervos, David
1
Zhou, Chunsheng
1
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Universität Zürich / Institut für Schweizerisches Bankwesen
Centre for Analytical Finance <Århus>
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Europäische Zentralbank
Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
269
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
8
International Monetary Fund
8
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Federal Reserve Bank of Cleveland
5
Rodney L. White Center for Financial Research
5
World Bank
5
Banco Central do Brasil
4
Federal Reserve Bank of New York
4
Internationaler Währungsfonds / European Department <1>
4
Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
International Center for Financial Asset Management and Engineering
3
Internationaler Währungsfonds
3
Internationaler Währungsfonds / Research Department
3
Internationaler Währungsfonds / Western Hemisphere Department
3
OECD
3
Reserve Bank of New Zealand
3
University of York / Department of Economics and Related Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bank of Canada
2
Bank of England / Economics Division
2
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
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EconWPA
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve System / Board of Governors
2
Goethe-Universität Frankfurt am Main
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Finance and economics discussion series
4
Bank- und finanzwirtschaftliche Forschungen
2
Fisher College of Business working paper series
2
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ECONIS (ZBW)
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1
Bond markets and long-term interest rates in non-euro area member states of the European Union : statistical tables
Europäische Zentralbank
-
Frankfurt, M. : [Verlag nicht ermittelbar]
-
2002 - 2004; 2006 - 2008; damit Ersch. eingest.
Persistent link: https://www.econbiz.de/10001820097
Saved in:
2
Bond markets and long-term interest rates in European Union accession countries
2002
Persistent link: https://www.econbiz.de/10001702868
Saved in:
3
"True" stochastic volatility and a generalized class of affine models
Collin-Dufresne, Pierre
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522553
Saved in:
4
The inflation premium implicit in the US real and nominal term structures of interest rates
McCulloch, J. Huston
(
contributor
); …
-
2000
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001540056
Saved in:
5
Bond markets and long-term interest rates in non-euro area member states of the European Union and in accession countries
Europäische Zentralbank
-
Frankfurt, M.
-
2002 - 2004
Persistent link: https://www.econbiz.de/10001815880
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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