Pages that link to "Item:Q5430112"
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The following pages link to Design and Estimation of Multi-Currency Quadratic Models* (Q5430112):
Displaying 8 items.
- A quadratic Kalman filter (Q494365) (← links)
- Term structure models and the zero bound: an empirical investigation of Japanese yields (Q528018) (← links)
- A tale of two yield curves: modeling the joint term structure of dollar and euro interest rates (Q737878) (← links)
- Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? (Q1605424) (← links)
- On valuation with stochastic proportional hazard models in finance (Q2841334) (← links)
- HOW A SINGLE-FACTOR CAPM WORKS IN A MULTI-CURRENCY WORLD (Q4563763) (← links)
- A term structure interest rate model with the Brownian bridge lower bound (Q6630704) (← links)
- Age-dependent robust strategic asset allocation with inflation-deflation hedging demand (Q6655910) (← links)