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A Kalman filter approach to characterizing the Canadian term structure of interest rates
Gravelle, Toni; Morley, James C. - In: Applied financial economics 15 (2005) 10, pp. 691-706
Persistent link: https://www.econbiz.de/10007641402
Cover Image
A Kalman filter approach to characterizing the Canadian term structure of interest rates
Gravelle, Toni; Morley, James C. - In: Applied financial economics 15 (2005) 10, pp. 691-705
Persistent link: https://www.econbiz.de/10002955196
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Time variation of CAPM betas across market volatility regimes
Abdymomunov, Azamat; Morley, James C. - In: Applied financial economics 21 (2011) 19/21, pp. 1463-1478
Persistent link: https://www.econbiz.de/10009356092