Narrow search
Showing 1 - 10 of 57
Cover Image
Defaultable term structures driven by semimartingales
Gümbel, Sandrine; Schmidt, Thorsten - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Cover Image
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 2, pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
Cover Image
Riding the swaption curve
Duyvesteyn, Johan; Zwart, Gerben Jacobus de - In: Journal of banking & finance 59 (2015), pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Cover Image
Equity volatility as a determinant of future term-structure volatility
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial markets 25 (2015), pp. 33-51
Persistent link: https://www.econbiz.de/10011477263
Cover Image
Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - In: Journal of financial economics 129 (2018) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Cover Image
Is Thailand's credit default swap market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj - In: Research in international business and finance 46 (2018), pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
Cover Image
On the predictability of emerging market sovereign credit spreads
Audzeyeva, Alena; Fuertes, Ana María - In: Journal of international money and finance 88 (2018), pp. 140-157
Persistent link: https://www.econbiz.de/10012000882
Cover Image
The role of jumps and options in the risk premia of interest rates
Lund, Bruno - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 2, pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
Cover Image
The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick - In: Journal of monetary economics 96 (2018), pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
Cover Image
Expectations hypothesis and term structure of interest rates : an evidence from emerging market
Shareef, Hassan; Shijin, Santhakumar - In: Asia-Pacific financial markets 23 (2016) 2, pp. 137-152
Persistent link: https://www.econbiz.de/10011619898