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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Anleihe"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
2
Bond returns and market expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Costantini, Riccardo
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 708-729
Persistent link: https://www.econbiz.de/10010512285
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
4
Default, liquidity, and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 221-262
Persistent link: https://www.econbiz.de/10009745893
Saved in:
5
Beyond single-factor affine term structure models
Ferreira, Eva
;
Gil-Bazo, Javier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 565-591
Persistent link: https://www.econbiz.de/10002349845
Saved in:
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