Pages that link to "Item:Q1683157"
From MaRDI portal
The following pages link to From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157):
Displaying 5 items.
- Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
- Mildly explosive dynamics in U.S. fixed income markets (Q2023952) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators (Q5864355) (← links)
- A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options (Q6556120) (← links)