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The effects of rental growth expectation on real estate return : a term structure model and an empirical test in Hong Kong
Mapping Intimacies
◽
10.5353/th_b5137959
◽
2012
◽
Author(s):
Yishuang Xu
Keyword(s):
Hong Kong
◽
Real Estate
◽
Term Structure
◽
Empirical Test
◽
Structure Model
◽
Term Structure Model
Download Full-text
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10.2139/ssrn.1625388
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2007
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Linlin Niu
Keyword(s):
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Credit Risk and the Macro Economy in an Affine Term Structure Model
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The Monetary Policy Transmission Mechanism in a Term-Structure Model with Unspanned Macro Risks
SSRN Electronic Journal
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10.2139/ssrn.1968728
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Fast Swaption Pricing in Gaussian Term Structure Model
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10.2139/ssrn.2228525
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Author(s):
Jaehyuk Choi
◽
SungChan Shin
Keyword(s):
Term Structure
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Structure Model
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A Principal-Component-Based Affine Term Structure Model
SSRN Electronic Journal
◽
10.2139/ssrn.2451130
◽
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◽
Ivan Saroka
◽
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What does a term structure model imply about very long-term interest rates?
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◽
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◽
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◽
pp. 202-219
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Anne G. Balter
◽
Antoon Pelsser
◽
Peter C. Schotman
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Interest Rates
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A Term-Structure Model for Dividends and Interest Rates
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10.2139/ssrn.3016310
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Estimation of Multifactor Cox, Ingersoll, and Ross Term Structure Model
The Journal of Fixed Income
◽
10.3905/jfi.1995.408143
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1995
◽
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◽
pp. 8-28
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Manoj K. Singh
Keyword(s):
Term Structure
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An Extension of the Five‐factor Affine Term Structure Model: Predicting Future Bond Returns*
Asia-Pacific Journal of Financial Studies
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10.1111/ajfs.12356
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2021
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◽
Hyoung‐Goo Kang
◽
Dong‐Joon Lee
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Multi-factor USV term structure model
Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options
◽
10.1007/978-3-540-70729-5_7
◽
2008
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pp. 93-112
Keyword(s):
Term Structure
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Term Structure Model
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