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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Kozicki, Sharon"
~person:"Monfort, Alain"
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Search: subject_exact:"LIBOR-Markt-Modell"
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Yield curve
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Kozicki, Sharon
Monfort, Alain
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Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
7
Banque de France Working Paper
6
Research working papers / Research Division, Federal Reserve Bank of Kansas City
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of econometrics
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Economic review
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of monetary economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research working papers / Federal Reserve Bank of Kansas City
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Annales d'économie et de statistique
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CFS working paper series
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Developments in macro-finance Yield curve modelling
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Dynamique des marchés financiers et prévisions
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Journal of empirical finance
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Journal of money, credit and banking : JMCB
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Les notes d'études et de recherche : NER
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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Review of finance : journal of the European Finance Association
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Staff working paper / Bank of Canada
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Série des documents de travail
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The determination of long-term interest rates and exchange rates and the role of expectations
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The journal of asset management
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Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
2
Term structure transmission of monetary policy
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
The North American journal of economics and finance : a …
19
(
2008
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10003742576
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