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Publications by Erik Schlögl

Alternative Defaultable Term Structure Models

Asia-Pacific Financial Markets

English

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Alternative Term Structure Models for Reviewing Expectations Puzzles

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Change-Points in Affine Arbitrage-Free Term Structure Models

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Identification and Estimation of Gaussian Affine Term Structure Models

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Linear–quadratic Term Structure Models for Negative Euro Area Yields

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Endogenous Liquidity and Defaultable Bonds

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Valuation of Guaranteed Annuity Options in Affine Term Structure Models

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Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective

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