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German inflation-linked bonds : overpriced, yet undervalued
Christensen, Jens H. E.; Mouabbi, Sarah; Paulson, Caroline - 2025 - This version: January 30, 2025
Persistent link: https://www.econbiz.de/10015210558
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Default risk in bond and credit derivatives markets
Benkert, Christoph - 2004
Efficient Method of Moments estimation of dynamic term structure models in a default risky context. Filling another gap in …
Persistent link: https://www.econbiz.de/10002146228
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On the reliability of Japanese inflation expectations using purchasing power parity
Kamada, Koichiro; Nakajima, Jouchi - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 3, pp. 259-265
Persistent link: https://www.econbiz.de/10011481971
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Forecasting inflation from the term structure
Tzavalis, Elias; Wickens, Michael R. - 1995
Persistent link: https://www.econbiz.de/10000939712
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Forecasting inflation from the term structure : a cointegration approach
Wickens, Mike; Tzavalis, Elias - 1992
Persistent link: https://www.econbiz.de/10000137105
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Forecasting inflation from the term structure
Carstensen, Kai; Borstel, Julia von - 2001
Persistent link: https://www.econbiz.de/10001644197
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Forecasting inflation from the term structure
Carstensen, Kai; Borstel, Julia von - In: Review of world economics 139 (2003) 2, pp. 306-323
Persistent link: https://www.econbiz.de/10001788620
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Essays on international finance and empirical asset pricing
Maletic, Matjaz - 2020
Persistent link: https://www.econbiz.de/10012144841
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772
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Interpreting implied risk-neutral densities : the role of risk premia
Hördahl, Peter; Vestin, David - In: Review of finance : journal of the European Finance … 9 (2005) 1, pp. 97-137
Persistent link: https://www.econbiz.de/10002866906