An Affine Model for International Bond Markets
Download full text from publisher
Other versions of this item:
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ete:ceswps:ces0106. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (library EBIB). General contact details of provider: http://feb.kuleuven.be/Economics/ .
We have no references for this item. You can help adding them by using this form .