Browsing All of EconStor by Author Bliss, Robert R.
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
1995 | The implied volatility of U.S. interest rates: evidence from callable U. S. Treasuries | Bliss, Robert R.; Ronn, Ehud I. |
1995 | Empirical tests of two state-variable HJM models | Bliss, Robert R.; Ritchken, Peter |
1996 | Testing term structure estimation methods | Bliss, Robert R. |
1997 | The Elasticity of Interest Rate Volatility: Chan, Karolyi, Longstaff, and Sanders Revisited | Bliss, Robert R.; Smith, David C. |
1997 | Callable U.S. Treasury bonds: optimal calls, anomalies, and implied volatilities | Bliss, Robert R.; Ronn, Ehud I. |