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Rudebusch, Glenn D.
103
Christensen, Jens H. E.
72
Akram, Tanweer
70
Favero, Carlo A.
55
Wu, Jing Cynthia
55
Wright, Jonathan H.
54
Bekaert, Geert
51
Afonso, António
48
Monfort, Alain
48
Chernov, Mikhail
47
Krippner, Leo
47
Dewachter, Hans
46
Diebold, Francis X.
45
Caporale, Guglielmo Maria
44
Renne, Jean-Paul
44
Bauer, Michael D.
42
Campbell, John Y.
42
Chiarella, Carl
42
Gollier, Christian
42
Mishkin, Frederic S.
42
Hamilton, James D.
41
Hördahl, Peter
40
Kim, Don H.
40
Wei, Min
40
Schlögl, Erik
38
Kaminska, Iryna
36
Thornton, Daniel L.
36
Fabozzi, Frank J.
35
Gouriéroux, Christian
35
Lemke, Wolfgang
35
Lyrio, Marco
35
Goldstein, Robert S.
34
Joshi, Mark S.
34
Singleton, Kenneth J.
33
Filipović, Damir
32
Jarrow, Robert A.
32
Meldrum, Andrew
31
Batten, Jonathan A.
30
Collin-Dufresne, Pierre
30
Friedman, Benjamin M.
30
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National Bureau of Economic Research
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Federal Reserve Bank of San Francisco
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Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen
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Ekonomiska forskningsinstitutet <Stockholm>
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Springer Fachmedien Wiesbaden
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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International Center for Financial Asset Management and Engineering
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Internationaler Währungsfonds
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Internationaler Währungsfonds / Research Department
3
Reserve Bank of New Zealand
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University of York / Department of Economics and Related Studies
3
de Nederlandsche Bank
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NBER working paper series
288
Working paper / National Bureau of Economic Research, Inc.
238
NBER Working Paper
236
Journal of banking & finance
227
The journal of fixed income
137
Journal of international money and finance
132
Discussion paper / Centre for Economic Policy Research
131
Journal of financial economics
127
International journal of theoretical and applied finance
121
Finance research letters
119
Finance and economics discussion series
118
Working paper series / European Central Bank
110
IMF working papers
105
Working paper
103
Economics letters
99
Journal of money, credit and banking : JMCB
99
International review of economics & finance : IREF
98
Applied economics
90
The review of financial studies
88
The journal of finance : the journal of the American Finance Association
83
Journal of empirical finance
82
Economic modelling
80
Applied financial economics
79
Journal of monetary economics
79
Journal of economic dynamics & control
75
International review of financial analysis
73
Working papers series / Federal Reserve Bank of San Francisco
72
Discussion papers / CEPR
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
70
ECB Working Paper
69
Journal of international financial markets, institutions & money
68
Applied economics letters
66
CESifo working papers
66
Discussion paper
66
Journal of financial and quantitative analysis : JFQA
62
The journal of futures markets
61
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of econometrics
56
The European journal of finance
55
Finance and stochastics
54
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ECONIS (ZBW)
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RePEc
94
USB Cologne (business full texts)
41
EconStor
20
BASE
5
Other ZBW resources
2
Showing
13,971
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13,980
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13971
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000981246
Saved in:
13972
Stochastic interest rates and the pricing of European currency options
Adjaoute, Kpate
-
1997
Persistent link: https://www.econbiz.de/10000982372
Saved in:
13973
A three-factor econometric model of the US term structure
Gong, Frank Fangxiong
;
Remolona, Eli M.
-
1997
Persistent link: https://www.econbiz.de/10000982514
Saved in:
13974
Interest rates in East Asian countries : international financial structures and international linkages
Bensidoun, Isabelle
;
Coudert, Virginie
;
Nayman, Laurence
-
1997
Persistent link: https://www.econbiz.de/10000954365
Saved in:
13975
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
13976
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
13977
Factor models and the shape of the term structure
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000954666
Saved in:
13978
La réaction des taux d'intérêt et de la structure des taux d'intérêt aux chocs inflationnistes et à la crédibilité
Artus, Patrick
-
1997
Persistent link: https://www.econbiz.de/10000955885
Saved in:
13979
Near unit roots and regression based tests of the expectations hypothesis of the term structure of interest rates
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000955968
Saved in:
13980
Monetary policy and the term structure of interest rates
Balmaseda, Manuel
;
Braun, R. Anton
;
Nieto, Elena
-
1997
Persistent link: https://www.econbiz.de/10000994724
Saved in:
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