Showing 1 - 10 of 1,961
Persistent link: https://www.econbiz.de/10009786619
In this study, we apply the Longstaff and Schwartz (1992) two-factor term structure model to real yields across eight countries. As such, we improve on many prior studies that have inappropriately tested this formulation using nominal yield data. We use the generalized method of moments to test...
Persistent link: https://www.econbiz.de/10013078502
Ursachen von Kreditzyklen unter Berücksichtigung vollkommener und begrenzter Rationalität -- Anreizsysteme und Kreditzyklen in den USA -- Anreizsysteme und Kreditzyklen in mehreren Industrienationen.
Persistent link: https://www.econbiz.de/10012402858
Persistent link: https://www.econbiz.de/10012183807
Persistent link: https://www.econbiz.de/10001154898
Persistent link: https://www.econbiz.de/10015167347
Persistent link: https://www.econbiz.de/10015332053
Persistent link: https://www.econbiz.de/10001834140
Persistent link: https://www.econbiz.de/10000607750