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A macro-finance term structure model with multivariate stochastic volatility
Laurini, Márcio Poletti; Caldeira, João F. - In: International review of economics & finance : IREF 44 (2016), pp. 68-90
Persistent link: https://www.econbiz.de/10011626008
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What drives the Libor-OIS spread? : evidence from five major currency Libor-OIS spreads
Cuia, Jin; In, Francis Haeuck; Maharaj, Elizabeth Ann - In: International review of economics & finance : IREF 45 (2016), pp. 358-375
Persistent link: https://www.econbiz.de/10011626466
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Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min; Chen, Jun-Home - In: International review of economics & finance : IREF 71 (2021), pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
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Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee - In: International review of economics & finance : IREF 64 (2019), pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
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How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki - In: International review of economics & finance : IREF 79 (2022), pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
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Long-term equilibria of yields on taxable and tax-exempt bonds
Kryzanowski, Lawrence - In: International review of economics & finance : IREF 6 (1997) 2, pp. 119-143
Persistent link: https://www.econbiz.de/10001225831
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Cointegration and the term structure : a multicountry comparison
Siklos, Pierre L. - In: International review of economics & finance : IREF 5 (1996) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10001206000
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Financial variables and economic activity in the Nordic countries
Kuosmanen, Petri; Nabulsi, Nasib; Vataja, Juuso - In: International review of economics & finance : IREF 37 (2015), pp. 368-379
Persistent link: https://www.econbiz.de/10011542169
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The term structure of liquidity premia and the macroeconomy in Canada : a dynamic latent-factor approach
Lange, Ronald Henry - In: International review of economics & finance : IREF 57 (2018), pp. 164-182
Persistent link: https://www.econbiz.de/10012033841
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The term premium in a small open economy : a micro-founded approach
Ilek, Alex; Rozenshtrom, Irit - In: International review of economics & finance : IREF 57 (2018), pp. 333-352
Persistent link: https://www.econbiz.de/10012033882