E43 - Determination of Interest Rates; Term Structure of Interest Rates

Citations 1-10 of 27 total displayed.

Most recent content (1 Apr 2008):

Articles
Identifying Term Structure Volatility from the LIBOR-Swap Curve

Samuel Thompson
Rev. Financ. Stud. 2008; 21: 819-854. [Abstract] [Full text] [PDF]  

Past content (since Jan 1991):

Articles
A Dynamic Model for the Forward Curve

Choong Tze Chua, Dean Foster, Krishna Ramaswamy, and Robert Stine
Rev. Financ. Stud. 2008; 21: 265-310. [Abstract] [Full text] [PDF]  

Articles
Is Nonlinear Drift Implied by the Short End of the Term Structure?

Hideyuki Takamizawa
Rev. Financ. Stud. 2008; 21: 311-346. [Abstract] [Full text] [PDF]  

Articles
Informed and Strategic Order Flow in the Bond Markets

Paolo Pasquariello and Clara Vega
Rev. Financ. Stud. 2007; 20: 1975-2019. [Abstract] [Full text] [PDF]  

Articles
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

Qiang Dai, Kenneth J. Singleton, and Wei Yang
Rev. Financ. Stud. 2007; 20: 1669-1706. [Abstract] [Full text] [PDF]  

Articles
International Capital Markets and Foreign Exchange Risk

Michael J. Brennan and Yihong Xia
Rev. Financ. Stud. 2006; 19: 753-795. [Abstract] [Full text] [PDF]  

Articles
The Behavior of Interest Rates

Eugene F. Fama
Rev. Financ. Stud. 2006; 19: 359-379. [Abstract] [Full text] [PDF]  

Articles
Interbank Market Integration under Asymmetric Information

Xavier Freixas and Cornelia Holthausen
Rev. Financ. Stud. 2005; 18: 459-490. [Abstract] [Full text] [PDF]  

Articles
Jackknifing Bond Option Prices

Peter C. B. Phillips and Jun Yu
Rev. Financ. Stud. 2005; 18: 707-742. [Abstract] [Full text] [PDF]  

Articles
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates

Yongmiao Hong and Haitao Li
Rev. Financ. Stud. 2005; 18: 37-84. [Abstract] [Full text] [PDF]  

[Next page] Pages: 1 2 3