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The Variance Gamma (VG) Model...
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The yield and market function effects of the Reserve Bank of Australia's bond purchases
Finlay, Richard
;
Titkov, Dmitry
;
Xiang, Michelle
- In:
The economic record
99
(
2023
)
326
,
pp. 359-384
Persistent link: https://www.econbiz.de/10014381045
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2
Affine endeavour : estimating a joint model of the nominal and real term structures of interest rates in Australia
Hambur, Jonathan
;
Finlay, Richard
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2018
Persistent link: https://www.econbiz.de/10013262690
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3
Where's the money‽ : an investigation into the whereabouts and uses of Australian banknotes
Finlay, Richard
;
Staib, Andrew
;
Wakefield, Max
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2018
Persistent link: https://www.econbiz.de/10013262732
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4
The yield and market function effects of the reserve bank of Australia's bond purchases
Finlay, Richard
;
Titkov, Dmitry
;
Xiang, Michelle
-
2022
Persistent link: https://www.econbiz.de/10013263347
Saved in:
5
Estimating inflation expectations with a limited number of inflation-indexed bonds
Finlay, Richard
;
Wende, Sebastian
- In:
International journal of central banking : IJCB
8
(
2012
)
2
,
pp. 111-142
Persistent link: https://www.econbiz.de/10009634295
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6
Home prices and household spending
Windsor, Callan
;
Jääskelä, Jarkko
;
Finlay, Richard
-
2013
Persistent link: https://www.econbiz.de/10010357482
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7
Estimating inflation expectations with a limited number of inflation-indexed bonds
Finlay, Richard
;
Wende, Sebastian
-
2011
Persistent link: https://www.econbiz.de/10008934200
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8
Option pricing with VG-like models
Finlay, Richard
;
Seneta, Eugene
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 943-955
Persistent link: https://www.econbiz.de/10003812868
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9
Credit supply shocks and the global financial crisis in three small open economies
Finlay, Richard
;
Jääskelä, Jarkko
- In:
Journal of macroeconomics
40
(
2014
),
pp. 270-276
Persistent link: https://www.econbiz.de/10010496476
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10
A state-space approach to Australian GDP measurement
Rees, Daniel M.
;
Lancaster, David
;
Finlay, Richard
-
2014
Persistent link: https://www.econbiz.de/10010434457
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