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A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar - In: Computational economics 60 (2022) 1, pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
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Analysing the degree of integration of the euro area : how a lack of complete markets and insufficient risk sharing raise concerns about its durability and stability
Juneja, Januj Amar - In: International journal of computational economics and … 11 (2021) 4, pp. 419-461
Persistent link: https://www.econbiz.de/10012655459
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A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj - In: Applied financial economics 23 (2013) 22/24, pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
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Common factors, principal components analysis, and the term structure of interest rates
Juneja, Januj - In: International review of financial analysis 24 (2012), pp. 48-56
Persistent link: https://www.econbiz.de/10009688180
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Term structure estimation in the presence of autocorrelation
Juneja, Januj - In: The North American journal of economics and finance : a … 28 (2014), pp. 119-129
Persistent link: https://www.econbiz.de/10010461168
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An evaluation of alternative methods used in the estimation of Gaussian term structure models
Juneja, Januj - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011327670
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How Germany benefits the most from its Eurozone membership
Juneja, Januj - In: Research in international business and finance 42 (2017), pp. 1074-1088
Persistent link: https://www.econbiz.de/10011760724
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Invariance, observational equivalence, and identification : some implications for the empirical performance of affine term structure models
Juneja, Januj - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 292-305
Persistent link: https://www.econbiz.de/10011792338
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Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias
Juneja, Januj - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 695-715
Persistent link: https://www.econbiz.de/10011979271
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Model-free jump measures and interest rates : common patterns in US and UK monetary policy around major economic events
Juneja, Januj; Kuntara Pukthuanthong - In: The European journal of finance 22 (2016) 13/15, pp. 1388-1413
Persistent link: https://www.econbiz.de/10011715437