IDEAS home Printed from https://ideas.repec.org/f/pmo223.html
   My authors  Follow this author

Georg Mosburger

(We have lost contact with this author. Please ask them to update the entry or send us the correct address or status for this person. Thank you.)

Personal Details

First Name:Georg
Middle Name:
Last Name:Mosburger
Suffix:
RePEc Short-ID:pmo223
[This author has chosen not to make the email address public]
The above email address does not seem to be valid anymore. Please ask Georg Mosburger to update the entry or send us the correct address or status for this person. Thank you.

Affiliation

Institut für Finanzwirtschaft
Fakultät für Wirtschaftswissenschaften
Universität Wien

Wien, Austria
http://www.univie.ac.at/finance/
RePEc:edi:ifiuwat (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, University Library of Munich, Germany.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, University Library of Munich, Germany.

    Cited by:

    1. Kimmel, Robert L., 2007. "Complex Times: Asset Pricing and Conditional Moments under Non-affine Diffusions," Working Paper Series 2007-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    2. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
    3. Aït-Sahalia, Yacine & Kimmel, Robert L., 2010. "Estimating affine multifactor term structure models using closed-form likelihood expansions," Journal of Financial Economics, Elsevier, vol. 98(1), pages 113-144, October.
    4. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
    5. Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
    6. Cho, Sungjun & Hyde, Stuart & Liu, Liu, 2022. "The yen–dollar risk premium: A story of regime shifts in bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    7. Egorov, Alexei V. & Li, Haitao & Ng, David, 2011. "A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates," Journal of Econometrics, Elsevier, vol. 162(1), pages 55-70, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (1) 2005-11-09
  2. NEP-FMK: Financial Markets (1) 2005-11-09
  3. NEP-IFN: International Finance (1) 2005-11-09
  4. NEP-MAC: Macroeconomics (1) 2005-11-09

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Georg Mosburger should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.