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A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.
(
contributor
);
Allen, David E.
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455847
Saved in:
2
A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.
;
Allen, David E.
;
Morkel-Kingsbury, Nigel
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 311-329
Persistent link: https://www.econbiz.de/10001715978
Saved in:
3
Interest rate term premia and purchasing power parity deviations : the missing link?
Allen, David E.
(
contributor
);
Manzur, Meher
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455883
Saved in:
4
A comment on "The information content of earnings and prices : a simultaneous equations approach" by W. H. Beaver, M. L. McAnally, and C. H. Stinson (1997)
Allen, David E.
(
contributor
);
Cruickshank, S.
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001460921
Saved in:
5
A model of the speed of Australian interest rate adjustment using a time-series approach
Allen, David E.
;
Morkel-Kingsbury, Nigel
-
1998
Persistent link: https://www.econbiz.de/10000993000
Saved in:
6
Interest rate term premia and purchasing power parity deviations : the missing link?
Allen, David E.
;
Manzur, Meher
;
Morkel-Kingsbury, Nigel
-
1999
Persistent link: https://www.econbiz.de/10001372926
Saved in:
7
Central bank transparency and banking lending rates : Australian evidence
Morkel-Kingsbury, Nigel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002571114
Saved in:
8
Stripping coupons with linear programming
Allen, David E.
;
Thomas, Lyn C.
;
Zheng, Harry
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 80-87
Persistent link: https://www.econbiz.de/10001530350
Saved in:
9
Experts estimates of task durations in computer systems development project
Hill, J.
;
Allen, David E.
;
Thomas, Lyn C.
-
1997
Persistent link: https://www.econbiz.de/10000993025
Saved in:
10
The duration derby : a comparison of duration based strategies in asset liability management
Zheng, Harry
(
contributor
);
Thomas, Lyn C.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599248
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