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The pitfalls in inferring risk from financial market data
Bliss, Robert R. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658371
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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
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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
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Market Discipline in Financial Markets
Bliss, Robert R. - In: The Oxford handbook of banking. 2015
Persistent link: https://www.econbiz.de/10013476440
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Testing the stability of implied probability density functions
Bliss, Robert R.; Panigirtzoglou, Nikolaos - 2000
Persistent link: https://www.econbiz.de/10001475967
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Empirical tests of two state-variable HJM models
Bliss, Robert R.; Ritchken, Peter H. - 1995
Persistent link: https://www.econbiz.de/10000925737
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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
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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
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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
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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