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~subject:"Zinsstruktur"
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Zinsstruktur
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Hurn, Stan
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Martin, Vance
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Modelling the term structure
Pagan, Adrian R.
-
1995
-
Rev.
Persistent link: https://www.econbiz.de/10000560752
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2
Estimating continuous-time models of the spot interest rate
Hurn, Stan
;
Lindsay, Kenneth A.
-
1999
Persistent link: https://www.econbiz.de/10001517913
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3
Bank of England intervention and the structure of interest rates in the London interbank market
Hurn, Stan
;
MacDonald, Alexander David
;
Moody, Terry
-
1994
Persistent link: https://www.econbiz.de/10000900802
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4
In search of time-varying term premia in the London interbank market
Hurn, Stan
- In:
Scottish journal of political economy : the journal of …
42
(
1995
)
2
,
pp. 152-164
Persistent link: https://www.econbiz.de/10001183340
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5
The term structure of interest rates in the London interbank market
Hurn, Stan
- In:
Oxford economic papers
47
(
1995
)
3
,
pp. 418-436
Persistent link: https://www.econbiz.de/10001184811
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6
On the specification of the drift and diffusion functions for continuous-time models of the spot interest rate
Hurn, Stan
;
Lindsay, Kenneth A.
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 547-564
Persistent link: https://www.econbiz.de/10001741995
Saved in:
7
The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation
Bårdsen, Gunnar
;
Becker, Ralf
;
Hurn, Stan
- In:
Contemporary issues in economics and econometrics : …
,
(pp. 147-161)
.
2004
Persistent link: https://www.econbiz.de/10002544738
Saved in:
8
Transitional densities of diffusion processes : a new approach to solving the Fokker-Plank equation
Hurn, Stan
;
Jeisman, J. I.
;
Lindsay, Kenneth A.
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 86-94
Persistent link: https://www.econbiz.de/10003498962
Saved in:
9
Change detection and the causal impact of the Yield Curve
Hurn, Stan
;
Phillips, Peter C. B.
;
Shi, Shuping
-
2015
Persistent link: https://www.econbiz.de/10011343675
Saved in:
10
Change detection and the causal impact of the yield curve
Hurn, Stan
;
Phillips, Peter C. B.
;
Shi, Shuping
-
2016
Persistent link: https://www.econbiz.de/10011647389
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