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ECONIS (ZBW)
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Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
Alonso Sánchez, Francisco
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contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003281245
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Indirect robust estimation of the short-term interest rate process
Czellar, Veronika
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contributor
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2005
Persistent link: https://www.econbiz.de/10002846400
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3
Indirect robust estimation of the short-term interest rate process
Czellar, Veronika
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002634951
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4
Indirect robust estimation of the short-term interest rate process
Czellar, Veronika
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10002659973
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5
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
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2002
Persistent link: https://www.econbiz.de/10001684716
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6
Option-based tests of interest rate diffusion functions
Rosenberg, Joshua V.
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1999
Persistent link: https://www.econbiz.de/10001447927
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7
Struttura per scadenza, premi per il rischio e tassi attesi : evidenza empirica dal mercato dell'eurolira
Drudi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10013439125
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