Publications by the researcher in collaboration with Ricardo Gimeno (3)

2013

  1. Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk

    Documentos de trabajo - Banco de España

  2. Term structure estimation: a review

    Icade: Revista de la Facultad de Derecho, Núm. 89, pp. 125-154

2012

  1. Estimation of the Term Structure of Interest Rates: Methodology and Applications

    Working Papers (Universidad Pablo de Olavide, de Sevilla. Departamento de Economía Financiera y Contabilidad), Núm. 6