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Asia-Pacific financial markets
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
94
NBER Working Paper
83
Journal of banking & finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
The journal of fixed income
61
International journal of theoretical and applied finance
51
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Economics letters
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Journal of money, credit and banking : JMCB
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Finance and economics discussion series
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Journal of empirical finance
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Journal of monetary economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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20
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1
Expectations hypothesis and term structure of interest rates : an evidence from emerging market
Shareef, Hassan
;
Shijin, Santhakumar
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10011619898
Saved in:
2
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki
;
Yamamura, Yoshiro
;
Tanokura, Yoko
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 397-427
Persistent link: https://www.econbiz.de/10011524823
Saved in:
3
A modified arbitrage-free Nelson-Siegel model : an alternative affine term structure model of interest rates
Sim, Dara
;
Ohnishi, Masamitsu
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 53-74
Persistent link: https://www.econbiz.de/10010511549
Saved in:
4
Forecasting long-term interest rates with a general-equilibrium model of the Euro area : what role for liquidity services of bonds? : Paolo Zagaglia
Zagaglia, Paolo
- In:
Asia-Pacific financial markets
20
(
2013
)
4
,
pp. 383-430
Persistent link: https://www.econbiz.de/10010345912
Saved in:
5
Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis
Kariya, Takeaki
;
Wang, Jingsui
;
Wang, Zhu
;
Doi, Eiichi
; …
- In:
Asia-Pacific financial markets
19
(
2012
)
3
,
pp. 259-292
Persistent link: https://www.econbiz.de/10009660683
Saved in:
6
A multifactor model of credit spreads
Bhar, Ramaprasad
;
Handzic, Nedim
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009237746
Saved in:
7
Reduced-form models with regime switching : an empirical analysis for corporate bonds
Wong, Hoi Ying
;
Wong, Tsz Lim
- In:
Asia-Pacific financial markets
14
(
2007
)
3
,
pp. 229-253
Persistent link: https://www.econbiz.de/10003705888
Saved in:
8
Dynamical analysis of corporate bonds based on the yield spread term-quality surface
Shouda, Tomoaki
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 307-332
Persistent link: https://www.econbiz.de/10003496703
Saved in:
9
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
Saved in:
10
Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
Nakajima, Katsushi
;
Maeda, Akira
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10003609542
Saved in:
11
An estimation model for the term structure of yield spread
Aonuma, Kimiaki
;
Tanabe, Takahito
- In:
Asia-Pacific financial markets
8
(
2001
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001648558
Saved in:
12
Optimal bond portfolio for investors with long time horizons
Fukaya, Ryuji
;
Honda, Toshiki
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 291-320
Persistent link: https://www.econbiz.de/10001712361
Saved in:
13
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
Saved in:
14
Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom
Nowman, Kalid Ben
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 23-34
Persistent link: https://www.econbiz.de/10001601028
Saved in:
15
A complete Markovian stochastic volatility model in the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
7
(
2000
)
4
,
pp. 293-304
Persistent link: https://www.econbiz.de/10001557971
Saved in:
16
Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model : international evidence
Babbs, Simon H.
;
Nowman, K. Ben
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 159-183
Persistent link: https://www.econbiz.de/10001372065
Saved in:
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