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Modeling short-term interest rate volatility : information shocks versus interest rate levels
Koutmos, Gregory - In: The journal of fixed income 9 (2000) 4, pp. 19-22
Persistent link: https://www.econbiz.de/10001495246
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Modeling interest rate volatility : an extended EGARCH approach
Koutmos, Gregory - In: Managerial finance 38 (2012) 6, pp. 628-635
Persistent link: https://www.econbiz.de/10009559682
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Asymmetric mean reversion in European interest rates : a two-factor model
Koutmos, Gregory; Philippatos, George C. - In: The European journal of finance 13 (2007) 7/8, pp. 741-750
Persistent link: https://www.econbiz.de/10003610017
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The volatility of interest rates across maturities and frequencies
Koutmos, Gregory - In: The journal of fixed income 8 (1998) 3, pp. 27-31
Persistent link: https://www.econbiz.de/10001364561