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~accessRights:"free"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Working Papers / eSocialSciences"
~language:"eng"
~subject:"Yield curve"
~type:"book"
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ECONIS (ZBW)
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71
Implied interest rate skew, term premiums, and the ʺconundrumʺ
Durham, J. Benson
-
2007
Persistent link: https://www.econbiz.de/10003828299
Saved in:
72
An estimate of the inflation risk premium using a three-factor affine term structure model
Durham, J. Benson
-
2006
Persistent link: https://www.econbiz.de/10003393524
Saved in:
73
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10009569792
Saved in:
74
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10003391507
Saved in:
75
The yield curve and predicting recessions
Wright, Jonathan H.
-
2006
Persistent link: https://www.econbiz.de/10003297463
Saved in:
76
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
(
contributor
);
Wright, Jonathan H.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003137207
Saved in:
77
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
;
Wright, Jonathan H.
-
2005
Persistent link: https://www.econbiz.de/10003087210
Saved in:
78
Jump-diffusion processes and affine term structure models : additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates
Durham, J. Benson
-
2005
Persistent link: https://www.econbiz.de/10003234448
Saved in:
79
A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren
(
contributor
);
Zhang, Frank Xiaoling
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003297357
Saved in:
80
A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren
;
Zhang, Frank Xiaoling
-
2005
Persistent link: https://www.econbiz.de/10003234495
Saved in:
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