Rezultati pretrage - "Interest rates Econometric models."

Regional switches in interest rates od Ang, Andrew

Click here to download the fulltext

Testing continuous-time models of the spot interest rate. od Ait-Sahalia, Yacine

Click here to download the fulltext

"Peso problem" explanations for term structure anomalies od Bekaert, Geert

Click here to download the fulltext

High real interest rates, guarantor risk, and bank recapitalizations od Brock, Philip Lawton

Download full text here

A Multifactor, nonlinear, continuous-time model of interest rate volatility

Interest rate spreads in a theory of financial economies a proposed model and empirical estimates od Ravalo, Johnny Noe E.

Download the full-text here

Inflation and welfare od Sinn, Hans-Werner

Interest rate volatility, capital controls and contagion od Sebastian Edwards

Optimal monetary policy inertia od Woodford, Michael

Expectations hypotheses tests od Bekaert, Geert