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The South African sovereign term premium and its drivers
Erasmus, Ruan; Steenkamp, Daan - 2023
Persistent link: https://www.econbiz.de/10014428189
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Term premium and rate expectation estimates from the South African yield curve
Soobyah, Luchelle; Steenkamp, Daan - 2020
Persistent link: https://www.econbiz.de/10012229304
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The bond market impact of the South African Reserve Bank bond purchase programme
Havemann, Roy; Van Vuuren, Henk Janse; Steenkamp, Daan; … - 2022
Persistent link: https://www.econbiz.de/10012939554
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South Africa's yield curve conundrum
Erasmus, Ruan; Steenkamp, Daan - 2022
Persistent link: https://www.econbiz.de/10013483341
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The bond market impact of the South African Reserve Bank bond purchase programme
Havemann, Roy; Van Vuuren, Henk Janse; Steenkamp, Daan; … - 2022
Persistent link: https://www.econbiz.de/10013166961
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Joint estimation of liquidity and credit risk premia in bond prices with an application
Christensen, Jens H. E.; Steenkamp, Daan - 2025
Persistent link: https://www.econbiz.de/10015406262
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Multi-period fixed-rate loans, housing and monetary policy in small open economies
Beneš, Jaromír; Lees, Kirdan - 2010
Persistent link: https://www.econbiz.de/10008667492
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A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo - 2009
Persistent link: https://www.econbiz.de/10003954415
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Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009561460