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Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
Carriero, Andrea; Favero, Carlo A.; Kaminska, Iryna - In: Journal of econometrics 131 (2006) 1, pp. 339-358
Persistent link: https://www.econbiz.de/10006747789
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A No‐Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve*
Kaminska, Iryna - In: Oxford bulletin of economics and statistics 75 (2013) 5, pp. 680-704
Persistent link: https://www.econbiz.de/10010165903
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Sovereign default risk premia: Evidence from the default swap market
Zinna, Gabriele - In: Journal of empirical finance 21 (2013), pp. 15-35
Persistent link: https://www.econbiz.de/10010092077