Pages that link to "Item:Q1000460"
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The following pages link to Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence (Q1000460):
Displaying 8 items.
- A tale of two yield curves: modeling the joint term structure of dollar and euro interest rates (Q737878) (← links)
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- The role of longevity bonds in optimal portfolios (Q939371) (← links)
- International cross-holdings of bonds in a two-good DSGE model (Q988659) (← links)
- Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom (Q1415421) (← links)
- Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) (← links)
- Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs (Q5867418) (← links)
- Fitting Yield Curve Models Using the Kalman Filter (Q5892243) (← links)