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~type_genre:"Non-commercial literature"
~institution:"School of Finance and Business Economics <Perth, Western Australia>"
~institution:"University of York / Department of Economics and Related Studies"
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Affine macroeconomic models of the term structure of interest rates : the US Treasury market 1961 - 99
Spencer, Peter D.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365079
Saved in:
2
Coupon bond valuation with a non-affine discount yield model
Spencer, Peter D.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001837674
Saved in:
3
Asset pricing with observable stochastic discount factors
Smith, Peter N.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001653785
Saved in:
4
A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.
(
contributor
);
Allen, David E.
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455847
Saved in:
5
Interest rate term premia and purchasing power parity deviations : the missing link?
Allen, David E.
(
contributor
);
Manzur, Meher
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455883
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