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Georg Mosburger

Personal Details

First Name:Georg
Middle Name:
Last Name:Mosburger
Suffix:
RePEc Short-ID:pmo223
[This author has chosen not to make the email address public]

Affiliation

Institut für Finanzwirtschaft
Fakultät für Wirtschaftswissenschaften
Universität Wien

Wien, Austria
http://www.univie.ac.at/finance/

:

Oskar-Morgenstern Platz 1, 1090 Wien
RePEc:edi:ifiuwat (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, EconWPA.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, EconWPA.

    Cited by:

    1. Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
    2. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
    3. Kimmel, Robert L., 2007. "Complex Times: Asset Pricing and Conditional Moments under Non-affine Diffusions," Working Paper Series 2007-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    4. Gonzalo Cortazar & Eduardo S. Schwartz & Claudio Tapia, 2012. "Credit Spreads in Illiquid Markets: Model and Implementation," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(6), pages 53-72, November.
    5. Egorov, Alexei V. & Li, Haitao & Ng, David, 2011. "A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates," Journal of Econometrics, Elsevier, vol. 162(1), pages 55-70, May.
    6. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
    7. Aït-Sahalia, Yacine & Kimmel, Robert L., 2010. "Estimating affine multifactor term structure models using closed-form likelihood expansions," Journal of Financial Economics, Elsevier, vol. 98(1), pages 113-144, October.
    8. Gonzalo Cortazar & Eduardo S. Schwartz & Claudio Tapia, 2012. "Credit Spreads in Illiquid Markets: Model and Implementation," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(6), pages 53-72, November.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (1) 2005-11-09
  2. NEP-FMK: Financial Markets (1) 2005-11-09
  3. NEP-IFN: International Finance (1) 2005-11-09
  4. NEP-MAC: Macroeconomics (1) 2005-11-09

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