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Zinsstruktur
Theorie
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Wu, Liuren
24
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12
Leippold, Markus
5
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Heidari, Massoud
4
Ng, Victor K.
3
Rosenberg, Joshua V.
3
Zhang, Frank Xiaoling
3
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2
Calvet, Laurent E.
2
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2
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2
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
34
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
2
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
4
Estimating time varying risk premia in the term structure : the ARCH-M model
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10001020996
Saved in:
5
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
- In:
Journal of money, credit and banking : JMCB
25
(
1993
)
3
,
pp. 336-349
Persistent link: https://www.econbiz.de/10001150279
Saved in:
6
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
Saved in:
7
Scenario generation for long run interest rate risk assessment
Engle, Robert F.
;
Roussellet, Guillaume
;
Siriwardane, …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10011920512
Saved in:
8
Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Heidari, Massoud
;
Wu, Liuren
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10001782464
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9
Market anticipation of Fed policy changes and the term structure of interest rates
Heidari, Massoud
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
2
,
pp. 313-342
Persistent link: https://www.econbiz.de/10003989558
Saved in:
10
Macroeconomic releases and the interest rate term structure
Lu, Biao
;
Wu, Liuren
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 872-884
Persistent link: https://www.econbiz.de/10003894088
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