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Discrete-time models of bond pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1998
Persistent link: https://www.econbiz.de/10000676547
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Discrete-time models of bond pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1998
Persistent link: https://www.econbiz.de/10000998132
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Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10001231059
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Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David - In: Journal of money, credit and banking : JMCB 25 (1993) 3, pp. 681-700
Persistent link: https://www.econbiz.de/10001331336
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Accounting for forward rates in markets for foreign currency
Backus, David - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
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Theoretical relations between risk premiums and conditional variances
Backus, David - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 177-185
Persistent link: https://www.econbiz.de/10001142128
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Reverse engineering the yield curve
Backus, David - 1994
Persistent link: https://www.econbiz.de/10000886121
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Risk premiums in asset prices and returns : a comment on R.T. Baillie, "Econometric tests of rationality and market efficiency"
Backus, David K.; Gregory, Allan W. - 1988
Persistent link: https://www.econbiz.de/10000125030
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Accounting for forward rates in markets for foreign currency
Backus, David; Gregory, Allan W.; Telmer, Chris I. - 1990 - rev.
Persistent link: https://www.econbiz.de/10000129403
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Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David; Foresi, Silverio; Zin, Stanley E. - 1996
Persistent link: https://www.econbiz.de/10000593360