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~isPartOf:"Economics letters"
~isPartOf:"International review of financial analysis"
~subject:"Volatility"
~subject:"Yield curve"
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Economics letters
International review of financial analysis
Working paper / National Bureau of Economic Research, Inc.
262
The journal of futures markets
142
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128
Discussion paper / Centre for Economic Policy Research
112
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97
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48
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1
Forecasting UK and US interest rates using continuous time term structure models
Byers, S. L.
;
Nowman, K. B.
- In:
International review of financial analysis
7
(
1998
)
3
,
pp. 191-206
Persistent link: https://www.econbiz.de/10001356589
Saved in:
2
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
Saved in:
3
High and variable inflation : further evidence on the Friedman hypothesis
Caporale, Tony
- In:
Economics letters
54
(
1997
)
1
,
pp. 65-68
Persistent link: https://www.econbiz.de/10001222334
Saved in:
4
The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente
- In:
Economics letters
55
(
1997
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001225271
Saved in:
5
The link between volatility and growth : evidence from the States
Dawson, John W.
- In:
Economics letters
55
(
1997
)
3
,
pp. 365-369
Persistent link: https://www.econbiz.de/10001227229
Saved in:
6
Implied volatility from the term structure : a simple analytical approximation
Steeley, James M.
- In:
Economics letters
57
(
1997
)
3
,
pp. 345-352
Persistent link: https://www.econbiz.de/10001231497
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7
Trading hours, information flow, and international cross-listing
Forster, Margaret M.
- In:
International review of financial analysis
4
(
1995
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10001201562
Saved in:
8
The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias
- In:
Economics letters
49
(
1995
)
4
,
pp. 381-389
Persistent link: https://www.econbiz.de/10001190457
Saved in:
9
Stock returns and volatility in two regime markets : international evidence
Paudyal, Krishna
- In:
International review of financial analysis
6
(
1997
)
3
,
pp. 209-228
Persistent link: https://www.econbiz.de/10001248794
Saved in:
10
An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon
- In:
Economics letters
60
(
1998
)
2
,
pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
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