Testing for Unbiasedness of Term Structure and Interest Differentials As Predictors of Future Inflation Changes and Inflation Differentials

1996 ◽  
Vol 29 ◽  
pp. S565 ◽  
Author(s):  
Guglielmo Maria Caporale ◽  
Nikitas Pittis
Keyword(s):  
Term Structure ◽  
Inflation Differentials ◽  
Interest Differentials

The Term Structure of Interest Differentials in a Target Zone with Time-varying Devaluation Risk

1999 ◽  
Vol 28 (2) ◽  
pp. 171-194
Author(s):  
Klaas Knot ◽  
Theo Dijkstra ◽  
Jakob de Haan
Keyword(s):  
Term Structure ◽  
Time Varying ◽  
Target Zone ◽  
Interest Differentials

The Term Structure of Equity Risk: An Empirical Analysis

CFA Digest ◽  
1997 ◽  
Vol 27 (1) ◽  
pp. 56-57
Author(s):  
H. Kent Baker
Keyword(s):  
Empirical Analysis ◽  
Term Structure ◽  
Equity Risk

The signalling properties of the shape of the credit default swap term structure

2015 ◽  
Vol 17 (4) ◽  
pp. 71-99 ◽  
Author(s):  
Jenny Castellanos ◽  
Nick Constantinou ◽  
Wing Lon Ng
Keyword(s):  
Term Structure ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap

The Term Structure of Bond Market Liquidity

2008 ◽  
Author(s):  
Ruslan Goyenko ◽  
Avanidhar Subrahmanyam ◽  
Andrey Ukhov
Keyword(s):  
Term Structure ◽  
Bond Market ◽  
Market Liquidity
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