Análisis Económico y economía cuantitativa
Departamento
Emilio
Domínguez Irastorza
Publicaciones en las que colabora con Emilio Domínguez Irastorza (15)
2002
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"A factor model of term structure slopes in eurocurrency markets".
Documentos de Trabajo (ICAE)
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"Can forward rates be used to improve interest rate forecasts?".
Documentos de Trabajo (ICAE)
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"Dynamic correlations and forecasting of term structure slopes in eurocurrency market".
Documentos de Trabajo (ICAE)
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A factor model of term structure slopes in Eurocurrency markets
Applied Economics Letters, Vol. 9, Núm. 9, pp. 585-593
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A factor model of term structure slopes in eurocurrency markets
Documentos de Trabajo (ICAE)
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Can forward rates be used to improve interest rate forecasts?
Applied Financial Economics, Vol. 12, Núm. 7, pp. 493-504
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Can forward rates be used to improve interest rate forecasts?
Documentos de Trabajo (ICAE)
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Dynamic correlations and forecasting of term structure slopes in eurocurrency market
Documentos de Trabajo (ICAE)
2000
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Testing the expectations hypothesis in eurodeposits
Journal of International Money and Finance, Vol. 19, Núm. 5, pp. 713-736
1998
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Correlations among term structure slopes in eurocurrency markets
Documentos de Trabajo (ICAE)
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Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions
Documentos de Trabajo (ICAE)
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Testing the expectations hypothesis in eurodeposits
Documentos de Trabajo (ICAE)
1997
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The term structure as a predictor of real economic growth: a general equilibrium approach
Documentos de Trabajo ( Universidad Pública de Navarra. Departamento de Economía )
1996
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Time varying risk premia in general equilibrium with production.
Documentos de Trabajo (ICAE)
1995
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Características de la estructura intertemporal de rentabilidades en un modelo de equilibrio general estocástico
Características de la estructura intertemporal de rentabilidades en un modelo de equilibrio general estocástico