Articles
- Arielle Beyaert, Juan J. P rez-Castej, 2000.
"Switching regime models in the Spanish inter-bank market,"
European Journal of Finance,
Taylor and Francis Journals, vol. 6(2), pages 93-112, June.
[Downloadable!] (restricted)
Cited by:
- Osmani Teixeira de Carvalho Guillén & Benjamin M. Tabak?, 2007.
"Characterizing The Brazilian Term Structure Of Interest Rates,"
Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting]
108, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
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Other versions:- Osmani Teixeira De Carvalho Guillen & Benjamin M. Tabak, 2009.
"Characterising the Brazilian term structure of interest rates,"
International Journal of Monetary Economics and Finance,
Inderscience Enterprises Ltd, vol. 2(2), pages 103-114, January.
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- Osmani T. Guillen & Benjamin M. Tabak, 2008.
"Characterizing the Brazilian Term Structure of Interest Rates,"
Working Papers Series
158, Central Bank of Brazil, Research Department.
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- Albentosa, Maria Asuncion Prats & Beyaert, Arielle, 1998.
"Testing the Expectations Theory in a Market of Short-Term Financial Assets,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 8(2), pages 101-09, April.
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Cited by:
- Magdalena Massot Perelló & Juan M. Nave Pineda, 2003.
"La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública,"
Investigaciones Economicas,
Fundación SEPI, vol. 27(3), pages 533-564, September.
[Downloadable!]
- Arielle Beyaert, Juan J. P rez-Castej, 2000.
"Switching regime models in the Spanish inter-bank market,"
European Journal of Finance,
Taylor and Francis Journals, vol. 6(2), pages 93-112, June.
[Downloadable!] (restricted)
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This page was last updated on 2009-12-3.
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