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~person:"Hughes Hallett, Andrew"
~subject:"Interest rate derivative"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Interest rate derivative
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Hughes Hallett, Andrew
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Bounded rationality in economics and finance
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Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
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On the efficiency of capital markets : an analysis of the short end of the UK term structure
Hughes Hallett, Andrew
;
Richter, Christian
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 147-162)
.
2011
Persistent link: https://www.econbiz.de/10008987974
Saved in:
2
On the dynamics of capital markets : an analysis of the short end of the term structure of interest rates in Britain
Hughes Hallett, Andrew
;
Richter, Christian R.
- In:
Bounded rationality in economics and finance
,
(pp. 7-37)
.
2008
Persistent link: https://www.econbiz.de/10003802352
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