Term Structure of Interest Rates and Expected Consumption Volatility: Empirical Test of Term Premiums

SSRN Electronic Journal ◽

10.2139/ssrn.966041 ◽

2007 ◽

Author(s):

Hubert de La Bruslerie ◽

Jessica Fouilloux

Keyword(s):

Interest Rates ◽

Term Structure ◽

Empirical Test ◽

Consumption Volatility

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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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Revisiting the Classical Models: Black-Scholes and Heston With Stochastic Interest Rates and Term Structure of Volatilities

SSRN Electronic Journal ◽

10.2139/ssrn.3192823 ◽

2018 ◽

Author(s):

Alberto Bueno-Guerrero

Keyword(s):

Interest Rates ◽

Term Structure ◽

Stochastic Interest Rates ◽

Stochastic Interest ◽

Black Scholes ◽

Classical Models

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An Application of an Unrestricted Vector Autoregressive System in the Term Structure of the US Interest Rates. Evidence from Short, Medium and Long-Term Yields of the US Interest Rates.

SSRN Electronic Journal ◽

10.2139/ssrn.3253640 ◽

2018 ◽

Author(s):

Michel Guirguis

Keyword(s):

Interest Rates ◽

Term Structure ◽

Vector Autoregressive ◽

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