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2001 | Life Insurance Liabilities at Market Value. RePEc:hhb:aarfin:2001_004 [Citation Analysis] | 27 |
2001 | A Finite Difference Approach to the Valuation of Path Dependent Life
Insurance Liabilities. RePEc:hhb:aarfin:2001_005 [Citation Analysis] | 12 |
2002 | Revisiting the shape of the yield curve: the effect of interest rate
volatility. RePEc:hhb:aarfin:2002_003 [Citation Analysis] | 7 |
2000 | Uncovered Interest Parity and Policy Behavior New Evidence. RePEc:hhb:aarfin:2000_002 [Citation Analysis] | 7 |
2003 | Multivariate Term Structure Models with Level and Heteroskedasticity
Effects RePEc:hhb:aarfin:2002_019 [Citation Analysis] | 6 |
2003 | Volatility-Spillover E ffects in European Bond Markets RePEc:hhb:aarfin:2003_008 [Citation Analysis] | 6 |
2002 | Regime Switching in the Yield Curve RePEc:hhb:aarfin:2002_013 [Citation Analysis] | 6 |
2001 | Bootstrap Inference in Semiparametric Generalized Additive Models. RePEc:hhb:aarfin:2001_003 [Citation Analysis] | 4 |
2002 | Testing for Multiple Types of Marginal Investor in Ex-day Pricing RePEc:hhb:aarfin:2002_012 [Citation Analysis] | 4 |
2002 | Efficient Control Variates for Monte-Carlo Valuation of American
Options RePEc:hhb:aarfin:2002_017 [Citation Analysis] | 4 |
2002 | The comovement of US and UK stock markets. RePEc:hhb:aarfin:2002_001 [Citation Analysis] | 3 |
2000 | Boundary and Bias Correction in Kernel Hazard Estimation RePEc:hhb:aarfin:2000_007 [Citation Analysis] | 3 |
2001 | Estimating Multiplicative and Additive Hazard Functions by Kernel
Methods. RePEc:hhb:aarfin:2001_002 [Citation Analysis] | 3 |
2000 | Evaluating the C-CAPM and the Equity Premium Puzzle at Short and
Long Horizons: A Markovian Bootstrap Approach. RePEc:hhb:aarfin:2000_010 [Citation Analysis] | 3 |
2002 | Efficient Control Variates and Strategies for Bermudan Swaptions in
a Libor Market Model RePEc:hhb:aarfin:2002_023 [Citation Analysis] | 2 |
2001 | Long Maturity Forward Rates. RePEc:hhb:aarfin:2001_012 [Citation Analysis] | 2 |
2000 | Kernel Density Estimation of Actuarial Loss Functions. RePEc:hhb:aarfin:2000_004 [Citation Analysis] | 2 |
2003 | The Educational Asset Market: A Finance Perspective on Human Capital
Investment RePEc:hhb:aarfin:2002_009 [Citation Analysis] | 2 |
2003 | Evaluating Danish Mutual Fund Performance RePEc:hhb:aarfin:2003_004 [Citation Analysis] | 2 |
2000 | Implied Volatility of Interest Rate Options: An Empirical
Investigation of the Market Model. RePEc:hhb:aarfin:2000_001 [Citation Analysis] | 1 |
2003 | Deposit Insurance and the Risk Premium in Bank Deposit Rates RePEc:hhb:aarfin:2002_010 [Citation Analysis] | 1 |
2001 | Two-Dimensional Hazard Estimation for Longevity Analysis. RePEc:hhb:aarfin:2001_010 [Citation Analysis] | 1 |
2000 | Credit Spreads and the Term Structure of Interest Rates. RePEc:hhb:aarfin:2000_014 [Citation Analysis] | 1 |
2000 | Longevity Studies Based on Kernel Hazard Estimation. RePEc:hhb:aarfin:2000_003 [Citation Analysis] | 1 |
2002 | Long-Run Forecasting in Multicointegrated Systems RePEc:hhb:aarfin:2002_014 [Citation Analysis] | 1 |
2003 | Denmark - A chapter on the Danish Bond Market RePEc:hhb:aarfin:2003_003 [Citation Analysis] | 1 |
2000 | The Relation Between Asset Returns and Inflation at Short and Long
Horizons. RePEc:hhb:aarfin:2000_009 [Citation Analysis] | 1 |
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.