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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10002628401
Saved in:
2
Modeling the stochastic behavior of short-term interest rates : pricing implications for discount bonds
Bali, Turan G.
- In:
Journal of banking & finance
27
(
2003
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10001721795
Saved in:
3
Regime switching in the relationship between equity returns and short-term interest rates in the UK
Henry, Ólan Thomas John
- In:
Journal of banking & finance
33
(
2009
)
2
,
pp. 405-414
Persistent link: https://www.econbiz.de/10003803123
Saved in:
4
Dynamics of credit spread moments of European corporate bond indexes
Alizadeh-Masoodian, Amir H.
;
Alexandros, Gabrielsen
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3125-3144
Persistent link: https://www.econbiz.de/10009777103
Saved in:
5
Yield-factor volatility models
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
31
(
2007
)
10
,
pp. 3125-3144
Persistent link: https://www.econbiz.de/10003574840
Saved in:
6
Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan
;
Robinzonov, Nikolay
;
Spindler, Martin
- In:
Journal of banking & finance
58
(
2015
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
Saved in:
7
Do negative and positive equity returns share the same volatility dynamics?
Palandri, Alessandro
- In:
Journal of banking & finance
58
(
2015
),
pp. 486-505
Persistent link: https://www.econbiz.de/10011544048
Saved in:
8
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
9
Time-varying international stock market interaction and the identification of volatility signals
Strohsal, Till
;
Weber, Enzo
- In:
Journal of banking & finance
56
(
2015
),
pp. 28-36
Persistent link: https://www.econbiz.de/10011488567
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10
Financial indicators signaling correlation changes in sovereign bond markets
De Santis, Roberto A.
;
Stein, Michael
- In:
Journal of banking & finance
56
(
2015
),
pp. 86-102
Persistent link: https://www.econbiz.de/10011488597
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