Showing 1 - 10 results of 11 for search '"Bonds Prices Econometric models."', Forespørselstid: 0.02s Refine Results
  1. 1

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

    Udgivet 2001
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    The size of the permanent component of asset pricing kernels
  2. 2

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

    Udgivet 2001
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    A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
  3. 3

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

    Udgivet 2000
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    Identification through heteroskedasticity measuring "contagion" between Argentinean and Mexican sovereign bonds
  4. 4

    Stock and bond pricing in an affine economy af Bekaert, Geert

    Udgivet 1999
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    Stock and bond pricing in an affine economy
  5. 5

    Quantitative asset pricing implications of endogenous solvency constraints af Alvarez, Fernando

    Udgivet 1999
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    Quantitative asset pricing implications of endogenous solvency constraints
  6. 6

    Who should buy long-term bonds? af Campbell, John Y.

    Udgivet 1998
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    Who should buy long-term bonds?
  7. 7

    Discrete-time models of bond pricing af Backus, David

    Udgivet 1998
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    Discrete-time models of bond pricing
  8. 8

    Predictable changes in yields and forward rates af Backus, David

    Udgivet 1998
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    Predictable changes in yields and forward rates
  9. 9

    Specifications analysis of affine term structure models af Dai, Qiang

    Udgivet 1997
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    Specifications analysis of affine term structure models
  10. 10

    Estimating and interpreting the yield curve

    Udgivet 1996
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    Estimating and interpreting the yield curve

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