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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
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Expectations, risk premia and information spanning in dynamic term structure model estimation
Guimarães, Rodrigo - 2014
Persistent link: https://www.econbiz.de/10010356924
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Extracting information from asset prices : the methodology of EMU calculators
Favero, Carlo A. (contributor) - In: European economic review : EER 44 (2000) 9, pp. 1607-1632
Persistent link: https://www.econbiz.de/10001517889
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La théorie des anticipations de la structure par terme : test à partir des titres publics français
Jondeau, Eric; Ricart, Roland - In: Annales d'économie et de statistique (1998), pp. 1-22
Persistent link: https://www.econbiz.de/10001534512
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The information content of the German term structure regarding inflation
Schich, Sebastian T. - In: Applied financial economics 9 (1999) 4, pp. 385-395
Persistent link: https://www.econbiz.de/10001454667
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Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku - In: The review of economics and statistics 81 (1999) 3, pp. 393-398
Persistent link: https://www.econbiz.de/10001406148
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Is there excess comovement of bond yields between countries?
Sutton, Gregory D. - In: Journal of international money and finance 19 (2000) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001485270
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A technique for extracting a measure of expected inflation from the interest rate term structure
Frankel, Jeffrey A. - 1979
Persistent link: https://www.econbiz.de/10000780463
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Euromarket interest rates, domestic interest rates and the expectations theory of the term structure
Kugler, Peter; Borutta, Hansjörg - 1989
Persistent link: https://www.econbiz.de/10000810422
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Time varying term premia and the term structure of interest rates
Goh, Jeremy C. - 1991
Persistent link: https://www.econbiz.de/10000910953