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~isPartOf:"Journal of financial economics"
~person:"Bai, Jennie"
~person:"Singleton, Kenneth J."
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Yield curve
5
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3
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Bai, Jennie
Singleton, Kenneth J.
Longstaff, Francis A.
4
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Chernov, Mikhail
3
Filipović, Damir
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Goldstein, Robert S.
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2
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King, Thomas B.
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Le, Anh
2
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2
Sarno, Lucio
2
Song, Dongho
2
Song, Zhaogang
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Vasicek, Oldrich Alfons
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Yu, Fan
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Journal of financial economics
The review of financial studies
6
The journal of finance : the journal of the American Finance Association
4
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Financial markets and asset pricing
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Staff reports / Federal Reserve Bank of New York
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Georgetown McDonough School of Business Research Paper
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IMES discussion paper series / Englische Ausgabe
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
5
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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
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
4
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
Saved in:
5
Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 415-441
Persistent link: https://www.econbiz.de/10001661702
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