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Computing arbitrage-free yields in multi-factor Gaussian shadow-rate term structure models
Priebsch, Marcel A. - 2013
Persistent link: https://www.econbiz.de/10010431716
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Zero bound, option-implied PDFs, and term structure models
Kim, Don H. - 2008
Persistent link: https://www.econbiz.de/10003830157
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Monetary policy and the information content of the yield spread
Feroli, Michael - 2004
Persistent link: https://www.econbiz.de/10002188394
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Debt maturity and the use of interest rate derivatives by nonfinancial firms
Fenn, George W.; Post, Mitchell A.; Sharpe, Steven A. - 1996
Persistent link: https://www.econbiz.de/10000944171
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Counterparty credit risk in interest rate swaps during times of market stress
Bomfim, Antúlio N. - 2003
Persistent link: https://www.econbiz.de/10001759540
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The excess sensitivity of long-term interest rates : evidence and implications for macroeconomic models
Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2003
Persistent link: https://www.econbiz.de/10001828363
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Credit line use and availability in the financial crisis : the importance of hedging
Berróspide, José M.; Meisenzahl, Ralf R.; Sullivan, … - 2012
Persistent link: https://www.econbiz.de/10009570159
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Do nonfinancial firms use interest rate derivatives to hedge?
Covitz, Daniel M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003297327
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A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model
Zhou, Hao - 2000
Persistent link: https://www.econbiz.de/10001534443