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ECONIS (ZBW)
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1
A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1361-1366
Persistent link: https://www.econbiz.de/10010460151
Saved in:
2
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
3
Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds : implications for the true after-tax spot rate
Daves, Phillip R.
;
Ehrhardt, Michael C.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 695-705
Persistent link: https://www.econbiz.de/10009231606
Saved in:
4
Monetary policy and the zero bound on nominal interest rates
Amano, Robert A.
;
Shukayev, Malik
- In:
Bank of Canada review
(
2009/10
)
3
,
pp. 3-10
Persistent link: https://www.econbiz.de/10008934408
Saved in:
5
The zero bound on nominal interest rates : implications for monetary policy
Lavoie, Claude
;
Murchison, Stephen
- In:
Bank of Canada review
(
2007/08
)
1
,
pp. 27-34
Persistent link: https://www.econbiz.de/10003651019
Saved in:
6
A cointegration analysis of Danish zero-coupon bond yields
Engsted, Tom
- In:
Applied financial economics
4
(
1994
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001164678
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