An Affine Model for International Bond Markets
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- Yung, Julieta, 2014. "Can interest rate factors explain exchange rate fluctuations?," Globalization and Monetary Policy Institute Working Paper 207, Federal Reserve Bank of Dallas.
- Mats Hansson & Eva Liljeblom & Anders Loflund, 2009. "International bond diversification strategies: the impact of currency, country, and credit risk," The European Journal of Finance, Taylor & Francis Journals, vol. 15(5-6), pages 555-583.
- Vilimir Yordanov, 2012. "The Bulgarian Foreign and Domestic Debt ??? A No-Arbitrage Macrofinancial View," William Davidson Institute Working Papers Series wp1032, William Davidson Institute at the University of Michigan.
More about this item
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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