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~subject:"United Kingdom"
~isPartOf:"The review of financial studies"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Yield curve
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Casassus, Jaime
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Li, Haitao
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Liu, Peng
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Tang, Ke
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Thompson, Samuel B.
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Zhao, Feng
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The review of financial studies
Working papers / Bank of England
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Research paper series / Swiss Finance Institute
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Review / Federal Reserve Bank of St. Louis
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The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
Saved in:
2
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
3
Identifying term structure volatility from the LIBOR-swap curve
Thompson, Samuel B.
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 819-854
Persistent link: https://www.econbiz.de/10003716657
Saved in:
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