Pages that link to "Item:Q2464244"
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The following pages link to Term structure of interest rates and the expectation hypothesis: The Euro area (Q2464244):
Displaying 10 items.
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
- An empirical method for assessing the research relevance gap (Q1038361) (← links)
- Expectations hypothesis and term structure of interest rates: an evidence from emerging market (Q1627681) (← links)
- Linear-quadratic term structure models for negative Euro area yields (Q1673466) (← links)
- Testing the expectations hypothesis using long-maturity forward rates (Q1853649) (← links)
- Are German money market rates well behaved? (Q1978477) (← links)
- Pairs trading with partial cointegration (Q4554413) (← links)
- Pairs trading with partial cointegration (Q4957234) (← links)
- EMU equity markets' return variance and spillover effects from the short-term interest rate (Q5746775) (← links)
- Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs (Q5867418) (← links)
