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Discrete-Time Models of Bond Pricing
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  • 2008Affine Term-Structure Models: Theory and Implementation90 cited
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  • 2014THE CARMA INTEREST RATE MODEL38 cited
  • 2008Default and the Maturity Structure in Sovereign Bonds32 cited
  • 2009Macroeconomic releases and the interest rate term structure29 cited
  • 2003A two-factor model of the German term structure of interest rates28 cited
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  • 2007An Affine Macro-Factor Model of the UK Yield Curve22 cited
  • 2010Macroeconomic Fundamentals and the Exchange Rate Dynamics: A No-Arbitrage Macro-Finance Approach19 cited
  • 2016Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?17 cited

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