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A Critique of Factor Analysis of Interest Rates.
- Published in:
- Journal of Derivatives, 2000, v. 8, n. 1, p. 72, doi. 10.3905/jod.2000.319111
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- Article
Cross-sectional Restrictions on the Spot and Forward Term Structures of Interest Rates and Panel Unit Root Tests.
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- Journal of Business Finance & Accounting, 2003, v. 30, n. 5/6, p. 799, doi. 10.1111/1468-5957.05364
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- Article
Distributional Properties of Spot and Forward Interest Rates: USD, DEM, GBP, and JPY.
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- Journal of Fixed Income, 1999, v. 8, n. 4, p. 35, doi. 10.3905/jfi.1999.319243
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- Article
COMMON RISK FACTORS IN THE U.S. AND UK INTEREST RATE SWAP MARKETS:EVIDENCE FROM A NONLINEAR VECTOR AUTOREGRESSION APPROACH.
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- Journal of Futures Markets, 2004, v. 24, n. 3, p. 221, doi. 10.1002/fut.10116
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- Article
IDENTIFYING THE FACTORS THAT AFFECT INTEREST-RATE SWAP SPREADS: SOME EVIDENCE FROM THE UNITED...
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- Journal of Futures Markets, 2001, v. 21, n. 8, p. 737, doi. 10.1002/fut.1803
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- Article
Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models.
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- Journal of Forecasting, 2007, v. 26, n. 8, p. 601, doi. 10.1002/for.1048
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- Article
Multicriteria security evaluation: does it cost to be traditional?
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- Annals of Operations Research, 2023, v. 323, n. 1/2, p. 301, doi. 10.1007/s10479-023-05212-w
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- Article