//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of fixed income"
~subject:"Corporate bond"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"BGM model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Corporate bond
Yield curve
173
Zinsstruktur
173
Theorie
80
Theory
80
USA
50
United States
50
Estimation
29
Schätzung
29
Risikoprämie
25
Risk premium
25
Government securities
21
Public bond
21
Staatspapier
21
Öffentliche Anleihe
21
CAPM
20
Anleihe
19
Bond
19
Credit risk
18
Interest rate
18
Kreditrisiko
18
Zins
18
Option pricing theory
17
Optionspreistheorie
17
Interest rate derivative
16
Zinsderivat
16
Capital income
14
Kapitaleinkommen
14
Unternehmensanleihe
14
Estimation theory
13
Schätztheorie
13
Time series analysis
12
Zeitreihenanalyse
12
Forecasting model
11
Prognoseverfahren
11
Volatility
11
Volatilität
11
Hypothek
10
Mortgage
10
Derivat
9
more ...
less ...
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Assing, Andrew
1
Beliaeva, Natalia A.
1
Benzschawel, Terry
1
Bhanot, Karan
1
Chen, Ren-Raw
1
Dor, Arik Ben
1
Dynkin, Lev
1
Fabozzi, Frank J.
1
Fan, Longzhen
1
Guo, Liang
1
Hafner, Christian M.
1
Hodges, Stewart D.
1
Horowitz, David
1
Huang, Ming-Xi
1
Hui, Cho-Hoi
1
Hyman, Jay
1
Koh, Rachel Kyungyeon
1
Li, Canlin
1
Li, Weiping
1
Lo, Chi-Fai
1
Morkoetter, Stefan
1
Nawalkha, Sanjay K.
1
Pedrosa, Monica
1
Roll, Richard
1
Rush, Stephen
1
Sverdlove, Ronald
1
Sæbø, Jørgen K.
1
Walders, Fabian
1
Westerfeld, Simone
1
Wong, Mark C. W.
1
Wong, Tak-Chen
1
Xu, Zhe
1
Zhou, Guofu
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
Journal of banking & finance
31
Finance research letters
24
International review of economics & finance : IREF
17
Journal of financial economics
13
The review of financial studies
10
International review of financial analysis
9
Journal of international financial markets, institutions & money
9
The journal of corporate finance : contracting, governance and organization
9
Applied economics letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
Journal of financial markets
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Review of quantitative finance and accounting
7
The journal of finance : the journal of the American Finance Association
7
Journal of international money and finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The European journal of finance
6
Asia-Pacific financial markets
5
China journal of accounting research : CJAR
5
Financial markets and portfolio management
5
Journal of empirical finance
5
Journal of macroeconomics
5
Journal of risk and financial management : JRFM
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Risks : open access journal
4
Advances in Pacific Basin business, economics and finance
3
Applied economics
3
China finance review international
3
Economic modelling
3
European financial management : the journal of the European Financial Management Association
3
Finance : revue de l'Association Française de Finance
3
Global finance journal
3
International Journal of Financial Studies : open access journal
3
International journal of financial engineering
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial stability
3
Journal of international economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The bond coupon's impact on liquidity
Rush, Stephen
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 34-39
Persistent link: https://www.econbiz.de/10011900628
Saved in:
2
Yields versus expected returns of corporate bonds : some unexpected results
Beliaeva, Natalia A.
;
Koh, Rachel Kyungyeon
;
Nawalkha, …
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10011803834
Saved in:
3
Heterogeneous liquidity effects in corporate bond spreads
Hafner, Christian M.
;
Walders, Fabian
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 73-91
Persistent link: https://www.econbiz.de/10011684767
Saved in:
4
The credit spread puzzle does exist : but is it really a puzzle?
Sæbø, Jørgen K.
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 75-83
Persistent link: https://www.econbiz.de/10011399835
Saved in:
5
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
6
The supply and demand factor in the bond market : implications for bond risk and return
Fan, Longzhen
;
Li, Canlin
;
Zhou, Guofu
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 62-81
Persistent link: https://www.econbiz.de/10010196990
Saved in:
7
A default risk model under macroeconomic conditions
Li, Weiping
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 98-113
Persistent link: https://www.econbiz.de/10010198647
Saved in:
8
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
9
Negative credit spreads : liquidity and limits to arbitrage
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
Saved in:
10
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->