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A multifactor model of credit spreads
Bhar, Ramaprasad; Handzic, Nedim - In: Asia-Pacific financial markets 18 (2011) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10009237746
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The information on inflation in the Australian term structure
Alles, Lakshman - 1995
Persistent link: https://www.econbiz.de/10000919237
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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951349
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The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951350
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Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951352
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Yield curve as a cointegrated system : evidence from Australian treasury securities
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000876743
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Modelling Australian bank bill rates : a Kalman filter approach
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000878038
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Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad; Chiarella, Carl - 1996
Persistent link: https://www.econbiz.de/10000985675
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The information on inflation in the Australian term structure
Alles, Lakshman - In: Applied financial economics 7 (1997) 6, pp. 721-730
Persistent link: https://www.econbiz.de/10001240744
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Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad - In: Advances in Pacific Basin financial markets 3 (1997), pp. 243-256
Persistent link: https://www.econbiz.de/10001243735