The interest rate term structure
A ffine Regime-Switching Models for Interest Rate Term Structure
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Bootstrapping the interest-rate term structure
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Bootstrapping the interest-rate term structure
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What moves the interest rate term structure?
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Calibration of interest rate term structure and derivative pricing models
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Interest Rate Term Structure Decomposition: An Axiomatic Structural Approach
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Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields
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A generalized one-factor term structure model and pricing of interest rate derivative securities
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Term Structure Of Interest Rates Example
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Uncovered Interest Rate Parity and the Term Structure
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Valuation of Interest Rate Options in a Two-Factor Model of the Term Structure of Interest Rate.
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Exchange rate dynamics and the term structure of interest rates
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Term structure of interest rate. european financial integration.
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Fiscal Policy and Term Structure of Interest Rate in Nigeria
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Combining term structure of interest rate forecasts: The Brazilian case
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The information in term structure interest rate spreads: the Irish case
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The effect of interest rate options hedging on term-structure dynamics
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ON A MODEL FOR THE TERM STRUCTURE OF INTEREST RATE PROCESSES OF STABLE TYPE
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The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period
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International Interest-Rate Risk Premia in Affine Term Structure Models
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