Publications in collaboration with researchers from Universidad Pública de Navarra (3)

2002

  1. A factor model of term structure slopes in Eurocurrency markets

    Applied Economics Letters, Vol. 9, Núm. 9, pp. 585-593

  2. Can forward rates be used to improve interest rate forecasts?

    Applied Financial Economics, Vol. 12, Núm. 7, pp. 493-504

2000

  1. Testing the expectations hypothesis in eurodeposits

    Journal of International Money and Finance, Vol. 19, Núm. 5, pp. 713-736