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Rating Migration and Bond Valuation: Ahistorical Interest Rate and Default Probability Term Structures
Published in Expert Journal of Finance (2018)Get full text
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Factors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction
Published 2019“…Using a Principal Component Analysis (PCA) approach, we investigate the sovereign yield spread term structure of the BRICS economies against the U.S. We show that the term structure for these markets are primarily driven by three latent factors which can be classified as the spread level, slope and curvature factors. …”
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A no-arbitrage macro finance approach to the term structure of interest rates
Published 2015Subjects: “…Interest rates -- Term structure…”
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Using foreign currencies to explain the nominal exchange rate of Rand
Published 2014Subjects: “…nominal exchange rate|investor perception|trade structure|unit roots|structural break|perron test|co-integration test…”
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Estimation of Shadow-Rate Term Structure Models Near the Zero-Lower Bound
Published 2020“…Though it is customary to use standard Gaussian term structure models for term structure modelling, this becomes theoretically implausible in cases when nominal interest rates are near zero: Gaussian models can have arbitrarily large negative rates, whereas arbitrage considerations dictate that rates should remain positive (or very slightly negative at most). …”
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Budget deficits and the term structure of interest rates : evidence from Mauritius (1968-1999)
Published 2014Get full text
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The moderating effect of interview structure on race-group similarity effects in simulated interview ratings
Published 2012Get full text
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Job insecurity and affective organisational commitment : development and empirical evaluation of two structural models
Published 2022Get full text
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Choice of one factor interest rate term structure models for pricing and hedging Bermudan swaptions
Published 2015Get full text
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Corrosion propagation in cracked reinforced concrete structures
Published 2017Get full text
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The Dynamics of Stock Prices and Exchange Rate: Evidence from Nigeria
Published 2012Subjects: “…Exchange rate…”
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Re-analysis of Nigerian 2006 census age distribution using growth rate and mortality level
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Characterising failure of structural materials using digital images
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The effect of water partial pressure on low temperature iron Fischer-Tropsch reaction rate, selectivity and catalyst structure
Published 2014Get full text
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Characterization of tropical rainfall structure for some selected locations in Nigeria
Published 2021Subjects: “…Rainfall structure…”
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The impact of perceptions of fair pay on the behaviour of mine employees in a South African mine
Published 2024Subjects: “…Transparent remuneration structures…”
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