The Term Structure with Semi-credible Targeting
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- Forde, Martin & Kumar, Rohini & Zhang, Hongzhong, 2015. "Large deviations for the boundary local time of doubly reflected Brownian motion," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 262-268.
- Fan, Longzhen & Johansson, Anders C., 2009. "What Moves Bond Yields In China?," Working Paper Series 2009-9, Stockholm School of Economics, China Economic Research Center.
- Fan, Longzhen & Tian, Shu & Zhang, Chu, 2012. "Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 239-248.
- JosÃ© Carlos Nogueira Cavalcante Filho & Edson Daniel Lopes GonÃ§alves, 2015. "Jump Diffusion Modelling for the Brazilian Short-Term Interest Rate," Brazilian Business Review, Fucape Business School, vol. 12(1), pages 80-103, January.
- Fan, Longzhen & Johansson, Anders C., 2010. "China's official rates and bond yields," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 996-1007, May.
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