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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Interest rate"
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Aruoba, S. Borağan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial and quantitative analysis : JFQA
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54
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Term structures of inflation expectations and real interest rates
Aruoba, S. Borağan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 542-553
Persistent link: https://www.econbiz.de/10012262493
Saved in:
2
Bank business models at zero interest rates
Lucas, André
;
Schaumburg, Julia
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 542-555
Persistent link: https://www.econbiz.de/10012178195
Saved in:
3
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
Saved in:
4
Term structure estimation with survey data on interest rate forecasts
Kim, Don H.
;
Orphanides, Athanasios
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 241-272
Persistent link: https://www.econbiz.de/10009623133
Saved in:
5
Affine models of the joint dynamics of exchange rates and interest rates
Anderson, Bing
;
Hammond, Peter J.
;
Ramezani, Cyrus A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1341-1365
Persistent link: https://www.econbiz.de/10008907330
Saved in:
6
A multifactor spot rate model for the pricing of interest rate derivatives
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 847-880
Persistent link: https://www.econbiz.de/10001859311
Saved in:
7
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
Saved in:
8
A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks
Swanson, Norman R.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
3
,
pp. 265-275
Persistent link: https://www.econbiz.de/10001182360
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