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~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Yang, Fan"
~person:"Yu, Fan"
~subject:"Yield curve"
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Search: subject_exact:"Zinsstrukturmodell"
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Yield curve
Zinsstruktur
6
Credit risk
4
Kreditrisiko
4
Risikoprämie
3
Risk premium
3
Corporate bond
2
Theorie
2
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Yang, Fan
Yu, Fan
Chiarella, Carl
11
Platen, Eckhard
8
Filipović, Damir
7
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Eberlein, Ernst
4
Longstaff, Francis A.
4
Bai, Jennie
3
Bekaert, Geert
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3
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Rutkowski, Marek
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Singleton, Kenneth J.
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Teichmann, Josef
3
Bakshi, Gurdip S.
2
Björk, Tomas
2
Brace, Alan
2
Chege Maina, Samuel
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Cheridito, Patrick
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D'Amico, Stefania
2
Della Corte, Pasquale
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Engstrom, Eric
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Fanelli, Viviana
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Feldhütter, Peter
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Fergusson, Kevin
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Hsiao, Chih-ying
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2
Joslin, Scott
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Economics letters
1
European journal of operational research : EJOR
1
Georgetown McDonough School of Business Research Paper
1
IMF Working Paper
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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The South African journal of economics
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ECONIS (ZBW)
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1
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
2
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
3
Investment shocks and the commodity basis spread
Yang, Fan
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 164-184
Persistent link: https://www.econbiz.de/10010207751
Saved in:
4
The market for corporate control and the cost of debt
Qiu, Jiaping
;
Yu, Fan
- In:
Journal of financial economics
93
(
2009
)
3
,
pp. 505-524
Persistent link: https://www.econbiz.de/10003886733
Saved in:
5
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
6
Accounting transparency and the term structure of credit spreads
Yu, Fan
- In:
Journal of financial economics
75
(
2005
)
1
,
pp. 53-84
Persistent link: https://www.econbiz.de/10002515944
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