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~isPartOf:"Journal of economic dynamics & control"
~person:"Coroneo, Laura"
~person:"Da Foncesca, José"
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Yield curve
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Zinsstruktur
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Fast Fourier transform
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Coroneo, Laura
Da Foncesca, José
Guo, Bin
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Journal of economic dynamics & control
Discussion papers in economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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European spreads at the interest rate lower bound
Coroneo, Laura
;
Pastorello, Sergio
- In:
Journal of economic dynamics & control
119
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503797
Saved in:
2
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
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