Nonlinear mean reversion in the term structure of interest rates

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(02)00124-0 ◽

2003 ◽

Vol 27 (11-12) ◽

pp. 2243-2265 ◽

Author(s):

Byeongseon Seo

Keyword(s):

Interest Rates ◽

Term Structure ◽

Mean Reversion ◽

Nonlinear Mean Reversion

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Is there a Nonlinear Mean Reversion in the Term Structure of Interest Rates at the Polish Interbank Market?

New developments in financial modelling ◽

10.5848/csp.1155.00003 ◽

2015 ◽

pp. 77-94

Author(s):

Maria Blangiewicz ◽

Paweł Miłobędzki

Keyword(s):

Interest Rates ◽

Term Structure ◽

Mean Reversion ◽

Interbank Market ◽

Nonlinear Mean Reversion

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Nonlinear Mean Reversion in Stock Prices

10.2469/dig.v38.n4.1 ◽

2008 ◽

Vol 38 (4) ◽

pp. 37-38

Author(s):

Michael Kobal

Keyword(s):

Stock Prices ◽

Mean Reversion ◽

Nonlinear Mean Reversion

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Wartime finance and the term structure of interest rates

10.31274/rtd-180813-409 ◽

1969 ◽

Author(s):

Julian Howard Taylor

Keyword(s):

Interest Rates ◽

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Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

SSRN Electronic Journal ◽

10.2139/ssrn.1787966 ◽

2011 ◽

Author(s):

Carles Vergara-Alert

Keyword(s):

Interest Rates ◽

Term Structure ◽

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Demand and Supply Factors in the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.2273735 ◽

2013 ◽

Author(s):

Chen Guo

Keyword(s):

Interest Rates ◽

Term Structure ◽

Demand And Supply

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The Expectations Theory of the Term Structure of Interest Rates and Monetary Policy

SSRN Electronic Journal ◽

10.2139/ssrn.234128 ◽

2000 ◽

Author(s):

Maria Isabel Martínez Serna ◽

Eliseo Navarro Arribas

Keyword(s):

Monetary Policy ◽

Interest Rates ◽

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The Term Structure of Interest Rates and Macro Economy: Evidence from the Pre- and Post- Crisis Periods

SSRN Electronic Journal ◽

10.2139/ssrn.2614441 ◽

2015 ◽

Author(s):

Evangelos N. Salachas ◽

Nikiforos T. Laopodis ◽

Georgios P. Kouretas

Keyword(s):

Interest Rates ◽

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Algorithms behind Term Structure Models of Interest Rates II: The Hull-White Trinomial Tree of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.292223 ◽

2001 ◽

Author(s):

Markus Leippold ◽

Zvi Wiener

Keyword(s):

Interest Rates ◽

Term Structure ◽

Term Structure Models ◽

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