Program > Parallel sessions
|
Time-Varying Persistence in Real Oil Prices and its Determinant Christoph Wegener, Robinson Kruse sciencesconf.org:qffe2018:191679
|
Fundamental Bubbles in Equity Markets florian ielpo, Mikita Kniahin sciencesconf.org:qffe2018:194619
|
Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure Simon Lloyd sciencesconf.org:qffe2018:196818
|
A Volatility-Induced Stationary Term Structure Model Anne Lundgaard Hansen sciencesconf.org:qffe2018:197023
|
|