Mirko
Abbritti
Profesional Investigador
Mirko Abbritti-rekin lankidetzan egindako argitalpenak (4)
2024
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Downturns and changes in the yield slope
Journal of Forecasting, Vol. 43, Núm. 3, pp. 673-701
2023
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Term premium in a fractionally cointegrated yield curve
Journal of Banking and Finance, Vol. 149
2018
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Global factors in the term structure of interest rates
International Journal of Central Banking, Vol. 14, Núm. 2, pp. 301-339
2016
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Term structure persistence
Journal of Financial Econometrics, Vol. 14, Núm. 2, pp. 331-352