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Displaying results 1 to 13 of 13.
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Locally minimizing the credit risk
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Surprises in scheduled releases
why do they move the bond market? -
Risk attitudes of bond investors
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Simulation of the yield curve
checking a cox-ingersoll-ross modell -
Is the European Central Bank (and the United States Federal Reserve) predictable?
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Asymmetric dynamics in the correlations of global equity and bond returns
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Sovereign risk premia in the European Government bond market
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The zero-interest-rate bound and the role of the exchange rate for monetary policy in Japan
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International interest rate risk premia in affine term structure models
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Real-time price discovery in stock, bond and foreign exchange markets
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Financial Development in Asia
The Way Forward -
International interest-rate risk premia in affine term structure models
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Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach