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Implied volatility from the term structure : a simple analytical approximation
Steeley, James M. - In: Economics letters 57 (1997) 3, pp. 345-352
Persistent link: https://www.econbiz.de/10001231497
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Yield curve dimensionality when short rates are near the zero lower bound
Steeley, James M. - In: Developments in macro-finance Yield curve modelling, (pp. 169-199). 2014
Persistent link: https://www.econbiz.de/10010254021
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A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M. - In: Applied financial economics 24 (2014) 10/12, pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
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Forecasting the term structure when short-term rates are near zero
Steeley, James M. - In: Journal of forecasting 33 (2014) 5, pp. 350-363
Persistent link: https://www.econbiz.de/10010425630
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Testing term structure estimation methods : evidence from the UK STRIPS market
Steeley, James M. - In: Journal of money, credit and banking : JMCB 40 (2008) 7, pp. 1489-1512
Persistent link: https://www.econbiz.de/10003761422
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A two-factor model of the UK yield curve
Steeley, James M. - In: The Manchester School of Economic and Social Studies 65 (1997), pp. 32-58
Persistent link: https://www.econbiz.de/10001236952
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G7 yield curves
Cooper, Neil - In: Quarterly bulletin / Bank of England 36 (1996) 2, pp. 199-208
Persistent link: https://www.econbiz.de/10001198915
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Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
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Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan; Steeley, James M. - In: Consumer issues in global economics, finance and business, (pp. 179-210). 2011
Persistent link: https://www.econbiz.de/10009427419
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Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan; Steeley, James M. - In: Finance and banking developments, (pp. 43-74). 2010
Persistent link: https://www.econbiz.de/10008860436