Search Results - "Securities Econometric models"

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives. by Fouque, Jean-Pierre

Subjects: “…Derivative securities Econometric models.…”
Full Text (via ProQuest)

Derivatives performance attribution / by Rubinstein, Mark, 1944-

Subjects: “…Derivative securities Econometric models.…”

Derivatives performance attribution / by Rubinstein, Mark, 1944-

Subjects: “…Derivative securities Econometric models.…”

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives. by Fouque, Jean-Pierre

Subjects: “…Derivative securities Econometric models.…”
Full Text (via Cambridge)

Long-run and short-run determinants of sovereign bond yields in advanced economies / by Poghosyan, Tigran

Subjects: “…Government securities Econometric models.…”
Full Text (via ProQuest)

Approximation of interest rate derivatives' prices by Gram-Charlier Expansion and bond moments / by Tanaka, Keiichi, 1936-2005

Subjects: “…Derivative securities Econometric models.…”
Click here to view publication online at the BOJ website

Pricing of sovereign credit risk : evidence from advanced economies during the financial crisis / by Alper, C. Emre, Forni, Lorenzo, Gerard, Marc

Subjects: “…Government securities Econometric models.…”
Full Text (via ProQuest)

Indexed bonds and monetary policy : the real interest rate and the expected rate of inflation / by Kitamura, Yukinobu

Subjects: “…Government securities Econometric models.…”

Econometric modelling of stock market intraday activity / by Bauwens, Luc, 1952-

Subjects: “…trading (Securities) Econometric models.…”
Full Text (via Springer)

Model risk and its control / by Kato, Toshiyasu, 1960-

Subjects: “…Derivative securities Econometric models.…”
Click here to view online version

Credit derivatives in banking : useful tools for managing risk? / by Duffee, Gregory R.

Subjects: “…Derivative securities Econometric models.…”

Money and collateral / by Singh, Manmohan, 1964-, Stella, Peter, 1957-

Subjects: “…Securities Econometric models.…”
Full Text (via ProQuest)

Modelling fixed income securities and interest rate options / by Jarrow, Robert A.

Subjects: “…Fixed-income securities Econometric models.…”

Emerging market sovereign bond spreads : estimation and back-testing / by Comelli, Fabio

Subjects: “…Government securities Econometric models.…”
Full Text (via ProQuest)

A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager / by Papaioannou, Michael G.

Subjects: “…Government securities Econometric models.…”
Full Text (via ProQuest)

The costs of sovereign default / by Borensztein, Eduardo, Ugo, Panizza

Subjects: “…Government securities Econometric models.…”
Full Text (via ProQuest)

Voting on social security : evidence from OECD countries / by Breyer, Friedrich

Subjects: “…Social security Econometric models.…”

Ricardian equivalence with incomplete household risk sharing by Nishiyama, Shinichi

Subjects: “…Social security Econometric models.…”
Online Access
Online Access

The arithmetic of tax and social security reform : a user's guide to microsimulation methods and analysis / by Redmond, Gerry

Subjects: “…Social security Econometric models.…”
Full Text (via Internet Archive)

Income risk, income mobility and welfare by Krebs, Tom

Subjects: “…Financial security Econometric models.…”
Full Text (via Open Knowledge Repository)