Aestimatio Nº 11, 2015


Discrete-time affine term structure models with macroeconomic factors: Applied to German covered bonds
Polikhronidi, Xeniya; Jakas,Vicente

The Performance of German Fixed-Income ETFs in the Presence of the Debt Crisis
Milonas, Nikolaos T.; Rompotis, Gerasimos G.

Fuzzy hybrid system for forecasting financial time series
Mena, Hermann; Fuenmayor Viteri, Patricio

Corporate attributes and market capitalization. Evidence from Bangladesh
Md. Shamimul, Hasan; Normah, Omar; Syed Zabid, Hossain

Risk-return dynamics: evidence from the energy and utilities sector in India 
Banumathy, Karunanithy; Azhagaiah, Ramachandran

Sinking, fast and slow: Bifurcating beta in financial and behavioral space 
Chen, James Ming


Is there overvaluation of fixed income? The Eurozone vs. the US
Bernal Alonso, Miguel Ángel; Santacruz Cano, Javier