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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Chiarella, Carl"
~subject:"Yield curve"
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Caporale, Guglielmo Maria
Chiarella, Carl
Rudebusch, Glenn D.
17
Diebold, Francis X.
9
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8
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7
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
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5
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4
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Zagreb international review of economics & business
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ECONIS (ZBW)
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1
How has the global financial crisis affected syndicated loan terms in emerging markets? : evidence from China
Caporale, Guglielmo Maria
;
Lodh, Suman
;
Nandy, Monomita
-
2015
Persistent link: https://www.econbiz.de/10010527146
Saved in:
2
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
3
Bond markets and macroeconomic performance
Caporale, Guglielmo Maria
;
Williams, Geoffrey
- In:
Zagreb international review of economics & business
4
(
2001
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10001753637
Saved in:
4
Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979875
Saved in:
5
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963290
Saved in:
6
Output and the term structure of interest rates : ways out of the jump-variable conundrum
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
; …
-
2003
Persistent link: https://www.econbiz.de/10001761884
Saved in:
7
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
8
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
9
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
10
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
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