Modeling Chilean Long-Term Swap Yields Based on the Short-Term Interest Rate: A Garch Approach.
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- Annals of Financial Economics, 2024, v. 19, n. 2, p. 1, doi. 10.1142/S201049522450009X
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- Article
Works matching IS 20104952 AND DT 2024 AND VI 19 AND IP 2
Results: 6
1
2
CAPM in Real World: Risk-Friendly Investments.
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- Annals of Financial Economics, 2024, v. 19, n. 2, p. 1, doi. 10.1142/S2010495224500088
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- Publication type:
- Article
3
Epidemiological and Health Insurance Models for a Communicable Disease.
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- Annals of Financial Economics, 2024, v. 19, n. 2, p. 1, doi. 10.1142/S2010495224500076
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- Publication type:
- Article
4
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment.
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- Annals of Financial Economics, 2024, v. 19, n. 2, p. 1, doi. 10.1142/S2010495224500064
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- Article
5
Greenhouse Gas Emissions and the Rising Effects of Renewable Energy Consumption and Climate Risk Development Finance: Evidence from BRICS Countries.
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- Annals of Financial Economics, 2024, v. 19, n. 2, p. 1, doi. 10.1142/S2010495223500070
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- Publication type:
- Article
6
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix.
- Published in:
- Annals of Financial Economics, 2024, v. 19, n. 2, p. 1, doi. 10.1142/S2010495224500052
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- Article