Résultats de la recherche - "Bonds Prices"

Specifications analysis of affine term structure models par Dai, Qiang

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Arbitrage opportunities in arbitrage-free models of bond pricing par Backus, D.

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Bond pricing and portfolio analysis protecting investors in the long run par La Grandville, Olivier de

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables par Ang, Andrew

Identification through heteroskedasticity measuring "contagion" between Argentinean and Mexican sovereign bonds par Rigobon, Roberto

Market volatility par Shiller, Robert J.

Predictable changes in yields and forward rates par Backus, David

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Pricing commodity bonds using binomial option pricing. par Rajan, Raghuram

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The size of the permanent component of asset pricing kernels par Alvarez, Fernando

Yield curve modelling par Cao, Sergio S