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~subject:"Yield curve"
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Nonlinear interest rate dynami...
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Yield curve
Theorie
144
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138
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96
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87
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65
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56
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37
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37
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31
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31
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30
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29
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27
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26
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24
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22
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English
22
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Schotman, Peter C.
22
Pelsser, Antoon André Jean
6
Osterrieder, Daniela
4
Shen, Sally
3
Balter, Anne
2
Bams, Dennis
2
Munnik, Jeroen F. de
2
Balter, Anne G.
1
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1
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2
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1
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ECONIS (ZBW)
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.
;
Schotman, Peter C.
;
Tschernig, Rolf
-
1994
Persistent link: https://www.econbiz.de/10000899154
Saved in:
2
When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C.
-
1991
Persistent link: https://www.econbiz.de/10000818771
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3
Small sample properties of the regression test of the expectations model of the term structure
Schotman, Peter C.
- In:
Economics letters
57
(
1997
)
2
,
pp. 129-134
Persistent link: https://www.econbiz.de/10001235649
Saved in:
4
When units roots matter : excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 669-694
Persistent link: https://www.econbiz.de/10001655359
Saved in:
5
Empirical studies on the behavior of interest rates and exchange rates
Schotman, Peter C.
-
1989
Persistent link: https://www.econbiz.de/10000790608
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6
When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C.
-
1991
Persistent link: https://www.econbiz.de/10000815002
Saved in:
7
Cross-sectional versus time series estimation of term structure models : empirical results for the Dutch bond market
Munnik, Jeroen F. de
- In:
Journal of banking & finance
18
(
1994
)
5
,
pp. 997-1025
Persistent link: https://www.econbiz.de/10001174017
Saved in:
8
The term structure in the United States, Japan, and West Germany
Bomhoff, Eduard Jan
- In:
Carnegie Rochester conference series on public policy : …
(
1988
),
pp. 269-314
Persistent link: https://www.econbiz.de/10001061626
Saved in:
9
Cross sectional versus time series estimation of term structure models : empirical results for the Dutch bond market
Munnik, Jeroen F. de
;
Schotman, Peter C.
-
1992
Persistent link: https://www.econbiz.de/10000846614
Saved in:
10
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
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