Pages that link to "Item:Q4211601"

The following pages link to The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure (Q4211601):

Displaying 3 items.

• Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
• On the term structure of interest rates -- empirical results for Germany (Q1901784) (← links)
• Yield curve estimation by kernel smoothing methods (Q5952031) (← links)