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~isPartOf:"Journal of econometrics"
~person:"Egorov, Alexej V."
~person:"Tristani, Oreste"
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Search: subject_exact:"Term structure of interest rates"
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Egorov, Alexej V.
Tristani, Oreste
Diebold, Francis X.
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A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates
Egorov, Alexej V.
;
Li, Haitao
;
Ng, David Tat-chee
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 55-70
Persistent link: https://www.econbiz.de/10009270706
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2
Validating forecasts of the joint probability density of bond yields : can affine models beat random walk?
Egorov, Alexej V.
;
Hong, Yongmiao
;
Li, Haitao
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 255-284
Persistent link: https://www.econbiz.de/10003376084
Saved in:
3
A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
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