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Applied Financial Economics Volume 17, 2007 - Issue 3
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Original Articles

Significance of risk modelling in the term structure of interest rates

George E. Halkos Department of Economics, University of Thessaly, Korai 43 St, 38333 Volos, GreeceCorrespondence[email protected]
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Stephanos T. Papadamou Department of Economics, University of Thessaly, Korai 43 St, 38333 Volos, Greece
Pages 237-247 | Published online: 13 Feb 2007

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PhillipR. Daves & MichaelC. Ehrhardt. (2011) Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds: implications for the true after-tax spot rate. Applied Financial Economics 21:10, pages 695-705.
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Articles from other publishers (4)

George E. Halkos & Apostolos S. Tsirivis. (2019) Effective energy commodity risk management: Econometric modeling of price volatility. Economic Analysis and Policy 63, pages 234-250.
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Taufiq Choudhry. (2016) Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe. International Review of Financial Analysis 48, pages 303-311.
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Stephanos Papadamou & Trifon Tzivinikos. (2013) The risk relevance of International Financial Reporting Standards: Evidence from Greek banks. International Review of Financial Analysis 27, pages 43-54.
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Rosa Canto Canto. (2008) Modelling the Term Structure of Interest Rates: A Literature Review. SSRN Electronic Journal.
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