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Journal of economic dynamics & control
NBER working paper series
743
Working paper / National Bureau of Economic Research, Inc.
690
NBER Working Paper
616
Energy economics
612
Journal of banking & finance
571
Finance research letters
566
International review of financial analysis
458
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454
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418
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399
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370
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369
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365
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339
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327
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210
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209
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201
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195
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ECONIS (ZBW)
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1
Short rate nonlinearities and regime switches
Ang, Andrew
;
Bekaert, Geert
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1243-1274
Persistent link: https://www.econbiz.de/10001656086
Saved in:
2
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
3
Changes in regime and the term structure : a note
Driffill, John
- In:
Journal of economic dynamics & control
16
(
1992
)
1
,
pp. 165-173
Persistent link: https://www.econbiz.de/10001115961
Saved in:
4
On the term structure of interest rates
Donaldson, John B.
- In:
Journal of economic dynamics & control
14
(
1990
)
3
,
pp. 571-596
Persistent link: https://www.econbiz.de/10001092395
Saved in:
5
The term structure of interest rates over the business cycle
Labadie, Pamela
- In:
Journal of economic dynamics & control
18
(
1994
)
3
,
pp. 671-697
Persistent link: https://www.econbiz.de/10001160924
Saved in:
6
Testing the term structure of interest rates using a stationary vector autoregression with regime switching
Sola, Martin
- In:
Journal of economic dynamics & control
18
(
1994
)
3
,
pp. 601-628
Persistent link: https://www.econbiz.de/10001160926
Saved in:
7
The term structure of interest rates in real and monetary economies
Den Haan, Wouter J.
- In:
Journal of economic dynamics & control
19
(
1995
)
5
,
pp. 909-940
Persistent link: https://www.econbiz.de/10001184978
Saved in:
8
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
9
Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio
- In:
Journal of economic dynamics & control
20
(
1996
)
4
,
pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
Saved in:
10
Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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