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Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi; Mckenzie, Michael; Smith, L.Vanessa - In: Journal of empirical finance 16 (2009) 3, pp. 430-445
Persistent link: https://www.econbiz.de/10008241615
Cover Image
Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi; McKenzie, Michael; Smith, L. Vanessa - In: Journal of empirical finance 16 (2009) 3, pp. 430-446
Persistent link: https://www.econbiz.de/10008896141
Cover Image
Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi H.; McKenzie, Michael D.; Smith, L. Vanessa - In: Journal of empirical finance 16 (2009) 2, pp. 430-445
Persistent link: https://www.econbiz.de/10003856815
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Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali; Dungey, Mardi H.; Yao, Wenying - In: Journal of empirical finance 40 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011744408