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An affine factor model of the Greek term structure · Study

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PreprintAn affine factor model of the Greek term structure

Hiona Balfoussia2022

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Preprintgreen2022

An affine factor model of the Greek term structure

Hiona Balfoussia

26 citations·0/0 files stored·SSRN Electronic Journal

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Stochastic processes and financial applications Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1985A Theory of the Term Structure of Interest Rates 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 1993Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates 1999A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables 2006Determinants of bank profitability in the South Eastern European region 1994Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model 1994Explorations Into Factors Explaining Money Market Returns 2007Economic determinants of the nominal treasury yield curve

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2022The Evolution of Bulgarian Banks’ Efficiency During the Twenties: A DEA Approach 2022A Note on the Use of Moving Average Trading Rules to Test for Weak Form Efficiency in Capital Markets 2008Monetary Policy Objectives and Instruments Used by the Privileged National Bank of the Kingdom of Serbia (1884-1914)2022Banking and Central Banking in Pre-WWII Greece: Money and Currency Developments

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Details

Year2022

Typepreprint

Published2022-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations26

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.2139/ssrn.4164055

openalex_workW1524109813

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2008

Monetary Policy Objectives and Istruments used by the Privileged National Bank of the Kingdom of Serbia (1884 - 1914)