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ECONIS (ZBW)
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1
Empirical tests of two state-variable HJM models
Bliss, Robert R.
;
Ritchken, Peter H.
-
1995
Persistent link: https://www.econbiz.de/10000925737
Saved in:
2
Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R.
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 452-476
Persistent link: https://www.econbiz.de/10001334599
Saved in:
3
Movements in the term structure of interest rates
Bliss, Robert R.
- In:
Economic review
82
(
1997
)
4
,
pp. 16-33
Persistent link: https://www.econbiz.de/10001234405
Saved in:
4
Testing term structure estimation methods
Bliss, Robert R.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 197-231
Persistent link: https://www.econbiz.de/10001226754
Saved in:
5
Market Discipline in Financial Markets
Bliss, Robert R.
- In:
The Oxford handbook of banking
.
2015
Persistent link: https://www.econbiz.de/10013476440
Saved in:
6
Testing the stability of implied probability density functions
Bliss, Robert R.
;
Panigirtzoglou, Nikolaos
-
2000
Persistent link: https://www.econbiz.de/10001475967
Saved in:
7
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
- In:
The journal of business : B
71
(
1998
)
2
,
pp. 211-252
Persistent link: https://www.econbiz.de/10001239857
Saved in:
8
Arbitrage-based estimation of nonstationary shifts in the term structure of interest rates
Bliss, Robert R.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
3
,
pp. 591-610
Persistent link: https://www.econbiz.de/10001072886
Saved in:
9
To call or not to call? : Optimal call policies for callable US Treasury bonds
Bliss, Robert R.
- In:
Economic review
80
(
1995
)
6
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001201634
Saved in:
10
Market discipline in the governance of US bank holding companies : monitoring versus influencing
Bliss, Robert R.
;
Flannery, Mark J.
- In:
Prudential supervision : what works and what doesn't
,
(pp. 107-143)
.
2001
Persistent link: https://www.econbiz.de/10001603243
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