Yield curve

Results: 1806



#Item
111Mathematical finance / Econometrics / Fixed income market / Estimation theory / Yield curve / Vector autoregression / Ordinary least squares / Risk-neutral measure / Inflation / Statistics / Economics / Regression analysis

American Economic Review 2014, 104(1): 323–337 http://dx.doi.orgaerTerm Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment†

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2014-07-21 10:33:47
112Economic bubbles / Financial crises / Deflation / Yield curve / Futures contract / Late-2000s financial crisis / Recession / Aristotle / Economic growth / Economics / Inflation / Macroeconomics

The Essence_Vol 5 Issue 1_2014 Q4 ACMLindd

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Source URL: www.aristotlecap.com

Language: English - Date: 2014-12-31 18:18:31
113Finance / Yield curve / Arbitrage / Bond / United States Treasury security / Discounting / Yield spread / Forward contract / Market liquidity / Financial markets / Financial economics / Economics

Testing Uncovered Interest Parity under the Assumption of Liquidity Premia1 Benjamin Niestroj2 TU Dortmund University and RGS Econ

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Source URL: www.statistik.uni-dortmund.de

Language: English - Date: 2014-05-09 08:34:55
114Finance / Stock market / Behavioral finance / Equity premium puzzle / Dividend / Rare disasters / Elasticity of intertemporal substitution / Risk / Yield curve / Financial economics / Economics / Actuarial science

ISSNDisaster Recovery and the Term Structure of Dividend Strips Michael Hasler and Roberto Marfè

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Source URL: www.carloalberto.org

Language: English - Date: 2015-05-06 06:31:51
115

Bonds’ Cloudy Crystal Ball Bond markets are often held out as being “smarter” than equities; in other words, they are better at reflecting economic reality than stocks. Indeed, yield curve inversion (two year versu

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Source URL: www.bespokepremium.com

- Date: 2015-04-08 13:43:24
    116

    Microsoft Word - The Yield Curve CSSS version.docx

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    Source URL: www.csss.washington.edu

    Language: English - Date: 2009-01-07 17:16:29
      117

      TIIII Tinbergen Institute Discussion Paper A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard

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      Source URL: www.ssc.upenn.edu

      Language: English - Date: 2015-05-11 08:03:09
        118

        Siemens Power Curve Upgrade Increasing turbine yield through improved aerodynamic performance Over the past 30 years, Siemens has accumulated thousands of hours of

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        Source URL: www.energy.siemens.com

        Language: English - Date: 2013-01-25 08:39:09
          119

          2-yr/10-yr Treasury Spread (bp) Treasury Yield Curve (percent

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          Source URL: raymondjames.com

          Language: English - Date: 2015-06-08 09:19:39
            120Economics / Heath–Jarrow–Morton framework / LIBOR market model / Interest rate derivative / Short-rate model / Yield curve / Swaption / Bond valuation / Quantitative analyst / Mathematical finance / Financial economics / Finance

            S YLLABUS F IXED I NCOME C T EACHER A FFILIATION

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            Source URL: www.carloalberto.org

            Language: English - Date: 2014-07-08 10:34:03
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