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A new class of duration measures
Au, Kelly T. - In: Economics letters 47 (1995) 3, pp. 371-375
Persistent link: https://www.econbiz.de/10001178199
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A bond pricing formula under a non-trivial, three-factor model of interest rates
Chen, Lin - In: Economics letters 51 (1996) 1, pp. 95-99
Persistent link: https://www.econbiz.de/10001199673
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CDS trading and bond interest rates
Caliendo, Frank - In: Economics letters 174 (2019), pp. 52-54
Persistent link: https://www.econbiz.de/10012121015
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Shock and awe? : bond yield responses to domestic monetary policy in a small-open economy
Nitschka, Thomas; Ramelet, Marc-Antoine - In: Economics letters 231 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014461260
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Optimal learning of a set : or how to edit a journal if you must
Cripps, Martin - In: Economics letters 120 (2013) 3, pp. 384-388
Persistent link: https://www.econbiz.de/10010128812
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On a diversity of perspectives and world views : learning under Bayesian vis-á-vis DeGroot updating
Ghosh, Aniruddha; Khan, M. Ali - In: Economics letters 202 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607229
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A general equilibrium model of investor sentiment
Bottazzi, Giulio; Giachini, Daniele - In: Economics letters 218 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013466435
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Adding bond funds to M2 in the P-Star model of inflation
Becsi, Zsolt - In: Economics letters 46 (1994) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001168097
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Forecasting with many predictors : is boosting a viable alternative?
Buchen, Teresa; Wohlrabe, Klaus - In: Economics letters 113 (2011) 1, pp. 16-18
Persistent link: https://www.econbiz.de/10009303207
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Bayesian forecasting with highly correlated predictors
Korobilis, Dimitris - In: Economics letters 118 (2013) 1, pp. 148-150
Persistent link: https://www.econbiz.de/10009706846