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~subject:"Zinsstruktur"
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Zinsstruktur
United Kingdom
46
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25
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25
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24
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Steeley, James M.
13
Li, Yan
2
Bianchi, Marco
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ECONIS (ZBW)
14
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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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2
Modelling the dynamics of the term structure of interest rates
Steeley, James M.
- In:
The economic and social review
21
(
1990
)
4
,
pp. 337-361
Persistent link: https://www.econbiz.de/10001093723
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3
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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4
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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5
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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6
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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7
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
Saved in:
8
G7 yield curves
Cooper, Neil
- In:
Quarterly bulletin / Bank of England
36
(
1996
)
2
,
pp. 199-208
Persistent link: https://www.econbiz.de/10001198915
Saved in:
9
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
10
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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