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isPartOf:"Journal of financial economics"
~person:"Filipović, Damir"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Filipović, Damir
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Journal of financial economics
Research paper series / Swiss Finance Institute
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Swiss Finance Institute Research Paper
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Finance and stochastics
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Fisher College of Business working paper series
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ECONIS (ZBW)
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Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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2
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
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3
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
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