Marc Windfuhr

affiliation not provided to SSRN

SCHOLARLY PAPERS

5

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CITATIONS
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7

Scholarly Papers (5)

1.

Credit Spreads between German and Italian Sovereign Bonds - Do One-Factor Affine Models Work?

Canadian Journal of Administrative Sciences, Vol. 17, No. 2
Number of pages: 35 Posted: 24 Jan 2001
Klaus Duellmann and Marc Windfuhr
Deutsche Bundesbank and affiliation not provided to SSRN
Downloads 411 (69,588)
Citation 1

Abstract:

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2.

Credit Spreads between German and Italian Sovereign Bonds - Do Affine Models Work?

University of Mannheim, Dept. of Banking & Finance Working Paper No. 9904
Number of pages: 35 Posted: 17 Mar 2000
Klaus Duellmann and Marc Windfuhr
Deutsche Bundesbank and affiliation not provided to SSRN
Downloads 385 (75,189)
Citation 11

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3.

Affine Models, Credit Spreads and the Delivery Option of a Multi-Issuer Bond Future

EFA 2001 Barcelona Meetings
Number of pages: 46 Posted: 11 Jul 2001
University of Mannheim - Department of Business Administration and Finance, Deutsche Bundesbank and affiliation not provided to SSRN
Downloads 332 (89,156)
Citation 1

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4.

Risk Structure of Interest Rates: An Empirical Analysis for Deutschemark-Denominated Bonds

European Financial Management, Vol. 6, Issue 3, September 2000
Posted: 08 Nov 2000
Deutsche Bundesbank, Karlsruhe Institute of Technology (KIT) - Institute for Finance and affiliation not provided to SSRN

Abstract:

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5.

Risk Structure of Interest Rates: An Empirical Analysis for Deutsch Mark Denominated Bonds

European Financial Management, Vol. 6, No. 3 September 2000
Posted: 21 Aug 2000
Deutsche Bundesbank, Karlsruhe Institute of Technology (KIT) - Institute for Finance and affiliation not provided to SSRN

Abstract:

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Credit spreads, term structure estimation, bond ratings