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Spillovers between sovereign yield curve components and oil price shocks

Umar, Zaghum; Aharon, David Y.; Esparcia, Carlos; … - In: Energy economics 109 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013283788

Zero-coupon interest rates : evaluating three alternative datasets

Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - 2018

The zero-coupon yield curve is a common input for most financial purposes. The authors consider three popular yield curve datasets, and explore the extent to which the decision as to what dataset to use for an application may have implications on the results. The paper illustrates why such...

Persistent link: https://www.econbiz.de/10011901875

Impact of changes in the level, slope and curvature of interest rates on U.S. sector returns : an asymmetric nonlinear cointegration approach

Jareño, Francisco; Tolentino, Marta; González Pérez, … - In: Economic research 32 (2019) 1,2, pp. 1275-1297

Persistent link: https://www.econbiz.de/10012390407

Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states

Umar, Zaghum; Shahzad, Syed Jawad Hussain; Ferrer, Román; … - In: Applied economics 50 (2018) 42, pp. 4500-4521

Persistent link: https://www.econbiz.de/10012061195

Zero-coupon interest rates : evaluating three alternative datasets

Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: Economic research 32 (2019) 1,4, pp. 3987-4014

Persistent link: https://www.econbiz.de/10012405739

Yield curves from different bond data sets

Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: Review of derivatives research 23 (2020) 2, pp. 191-226

Persistent link: https://www.econbiz.de/10012229792

Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds

Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2124-2145

Persistent link: https://www.econbiz.de/10013184691