Estimation of the term structure from bond data
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Bibliographic InfoPaper provided by CEPREMAP in its series CEPREMAP Working Papers (Couverture Orange) with number 9415.
Length: 42 pages
Date of creation: 1994
Date of revision:
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- Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
- Schotman, Peter, 1996. "A Bayesian approach to the empirical valuation of bond options," Journal of Econometrics, Elsevier, vol. 75(1), pages 183-215, November.
- Ghysels, E. & Ng, S., 1996.
"A Semi-Parametric Factor Model for Interest Rates,"
Cahiers de recherche
9612, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Serena Ng, 1996. "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers 96s-18, CIRANO.
- Bossaerts, P. & Hillion, P., 1995.
"Local Parametric Analysis of Hedging in Discrete Time,"
1995-23, Tilburg University, Center for Economic Research.
- Bossaerts, Peter & Hillion, Pierre, 1997. "Local parametric analysis of hedging in discrete time," Journal of Econometrics, Elsevier, vol. 81(1), pages 243-272, November.
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