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An affine factor model of the Greek term structure
16 references·5 citing·48 second hopsampled
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References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 1993Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates552 cited
  • 1999A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables543 cited
  • 2006Determinants of bank profitability in the South Eastern European region458 cited
  • 1994Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model394 cited
  • 1994Explorations Into Factors Explaining Money Market Returns277 cited
  • 2007Economic determinants of the nominal treasury yield curve179 cited
  • 2006The effect of the euro on foreign direct investment147 cited
  • 2008The Interaction between Mortgage Financing and Housing Prices in Greece124 cited
  • 2009Technical and allocative efficiency in European banking109 cited
  • 2001Economic Determinants of the Nominal Treasury Yield Curve95 cited
  • 2008Identification of a loan supply function: A cross-country test for the existence of a bank lending channel75 cited
  • 2007Optimal monetary policy in the euro area in the presence of heterogeneity

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74 cited
  • 2008THE BENEFITS AND COSTS OF MONETARY UNION IN SOUTHERN AFRICA: A CRITICAL SURVEY OF THE LITERATURE74 cited
  • 2006Monetary unions, external shocks and economic performance: A Latin American perspective74 cited
  • Cited by

    • 2022The Evolution of Bulgarian Banks’ Efficiency During the Twenties: A DEA Approach35 cited
    • 2022A Note on the Use of Moving Average Trading Rules to Test for Weak Form Efficiency in Capital Markets25 cited
    • 2008Monetary Policy Objectives and Instruments Used by the Privileged National Bank of the Kingdom of Serbia (1884-1914)14 cited
    • 2022Banking and Central Banking in Pre-WWII Greece: Money and Currency Developments14 cited
    • 2008Monetary Policy Objectives and Istruments used by the Privileged National Bank of the Kingdom of Serbia (1884 - 1914)13 cited