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Forecasting the US term structure of interest rates using nonparametric functional data analysis
Caldeira, João F.; Torrent, Hudson da Silva - In: Journal of forecasting 36 (2017) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10011729058
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Financial market rates and flows
Van Horne, James C. - 2001 - 6. ed.
Persistent link: https://www.econbiz.de/10001433286
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An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G. - In: The journal of futures markets 19 (1999) 7, pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - 2000
Persistent link: https://www.econbiz.de/10001487318
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Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe (contributor) - In: Applied mathematical finance 6 (1999) 3, pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
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Spread corrigé des risques et dynamique du taux d'intérêt à long terme : une application aux marchés allemand, américain et italien
Paladino, Giovanna; Salsecci, Gianluca - In: Economie & prévision : EP (1999) 4/5, pp. 45-62
Persistent link: https://www.econbiz.de/10001490913
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Financial market rates and flows
Van Horne, James C. - 1990 - 3. ed
Persistent link: https://www.econbiz.de/10000787212
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Poisson-Gaussian processes and the bond market
Das, Sanjiv R. - 1998
Persistent link: https://www.econbiz.de/10000671235
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The central tendency : a second factor in bond yields
Balduzzi, Pierluigi - In: The review of economics and statistics 80 (1998) 1, pp. 62-72
Persistent link: https://www.econbiz.de/10001235783
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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436