Narrow search
Showing 1 - 10 of 766,229
Cover Image
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G. - In: The journal of futures markets 19 (1999) 7, pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Cover Image
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning - 1998
Persistent link: https://www.econbiz.de/10000997987
Cover Image
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Cover Image
Endogenous interest rate dynamics in asset markets
Reiß, Oliver (contributor); Schoenmakers, John (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
Cover Image
The convergence of international interest rates prior to Monetary Union
Wilfling, Bernd - 2001
Persistent link: https://www.econbiz.de/10001572236
Cover Image
Volatility, estimates of the short-term interest rate with an application to German data
Dankenbring, Henning - In: Kredit und Kapital 33 (2000) 4, pp. 548-570
Persistent link: https://www.econbiz.de/10001554586
Cover Image
Do credit spreads reflect stationary leverage ratios?
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1929-1957
Persistent link: https://www.econbiz.de/10001615438
Cover Image
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio; Mele, Antonio - 2001
Persistent link: https://www.econbiz.de/10001581711
Cover Image
Interest rate volatility prior to monetary union under alternative pre-switch regimes
Wilfling, Bernd - 2001
Persistent link: https://www.econbiz.de/10001647468