Article
Publicly Available
Frontmatter
Published/Copyright:
January 30, 2015
Published Online: 2015-1-30
Published in Print: 2015-2-1
©2015 by De Gruyter
Articles in the same Issue
- Frontmatter
- Efficient bond price approximations in non-linear equilibrium-based term structure models
- Regime-switching cointegration
- Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
- Factor instrumental variable quantile regression
- Non-parametric estimation of copula parameters: testing for time-varying correlation
Articles in the same Issue
- Frontmatter
- Efficient bond price approximations in non-linear equilibrium-based term structure models
- Regime-switching cointegration
- Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
- Factor instrumental variable quantile regression
- Non-parametric estimation of copula parameters: testing for time-varying correlation
