On the effect of Bank of Japan's outright purchase on the JGB yield curve (Q1627831): Difference between revisions

@@ Property / DOI @@
-.1007/s10690-018-9238-5
@@ Property / DOI: 10.1007/s10690-018-9238-5 / rank @@
-Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+The impact of quantitative easing on the US term structure of interest rates
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank
@@ Property / cites work @@
+A Monte Carlo filtering approach for estimating the term structure of interest rates
+Normal rank
@@ Property / cites work @@
+Prediction of individual bond prices via a dynamic bond pricing model: application to Japanese Government bond price data
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / DOI @@
+.1007/S10690-018-9238-5
@@ Property / DOI: 10.1007/S10690-018-9238-5 / rank @@
+Normal rank