Pages that link to "Item:Q737878"
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The following pages link to A tale of two yield curves: modeling the joint term structure of dollar and euro interest rates (Q737878):
Displaying 8 items.
- Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence (Q1000460) (← links)
- Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? (Q1605424) (← links)
- Linear-quadratic term structure models for negative Euro area yields (Q1673466) (← links)
- Studying term structure of SHIBOR with the two-factor Vasicek model (Q1724348) (← links)
- European spreads at the interest rate lower bound (Q2246719) (← links)
- Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
- Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
- Design and Estimation of Multi-Currency Quadratic Models* (Q5430112) (← links)
