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Rudebusch, Glenn D.
40
Lopez, Jose A.
16
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15
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5
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4
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3
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2
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Working paper / National Bureau of Economic Research, Inc
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Journal of monetary economics
6
Economic policy review
3
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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Financial services at the crossroads: capital regulation in the twenty-first century
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of risk model validation
1
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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THE AFFINE ARBITRAGE-FREE CLASS OF NELSON-SIEGEL TERM STRUCTURE MODELS
Christensen, Jens H.E.
;
Diebold, Francis X.
;
Rudebusch, …
-
2007
Persistent link: https://www.econbiz.de/10007891738
Saved in:
2
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H.E.
;
Diebold, Francis X.
;
Rudebusch, …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. C33
Persistent link: https://www.econbiz.de/10008336843
Saved in:
3
AN ARBITRAGE-FREE GENERALIZED NELSON-SIEGEL TERM STRUCTURE MODEL
Christensen, Jens H.E.
;
Diebold, Francis X.
;
Rudebusch, …
-
2008
Persistent link: https://www.econbiz.de/10008152902
Saved in:
4
The affine arbitrage-free class of Nelson–Siegel term structure models
Christensen, Jens H.E.
;
Diebold, Francis X.
;
Rudebusch, …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-21
Persistent link: https://www.econbiz.de/10009178486
Saved in:
5
Extracting deflation probability forecasts from treasury yields
Christensen, Jens H. E.
;
Lopez, Jose A.
;
Rudebusch, Glenn D.
- In:
International journal of central banking : IJCB
8
(
2012
)
4
,
pp. 21-60
Persistent link: https://www.econbiz.de/10010077317
Saved in:
6
Confidence sets for continuous-time rating transition probabilities
Christensen, Jens H.E.
;
Hansen, Ernst
;
Lando, David
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2575-2602
Persistent link: https://www.econbiz.de/10005882443
Saved in:
7
Methods for evaluating value-at-risk estimates
Lopez, Jose A.
- In:
Economic policy review
4
(
1998
)
3
,
pp. 109-118
Persistent link: https://www.econbiz.de/10009921368
Saved in:
8
Exchange rate cointegration across central bank regime shifts
Lopez, Jose A.
- In:
Research in finance
22
(
2005
),
pp. 327-356
Persistent link: https://www.econbiz.de/10009943513
Saved in:
9
Methods for evaluating value-at-risk estimates
Lopez, Jose A.
- In:
Economic review : an annual report of the Economic …
(
1999
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10009093354
Saved in:
10
SYMPOSIUM ON OPTION-IMPLIED DISTRIBUTIONS - Is Implied Correlation Worth Calculating? Evidence from Foreign Exchange Options
Walter, Christian A.
;
Lopez, Jose A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-82
Persistent link: https://www.econbiz.de/10005960430
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