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~person:"Friedman, Benjamin M."
~person:"Hördahl, Peter"
~person:"Jarrow, Robert A."
~subject:"CAPM"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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CAPM
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Friedman, Benjamin M.
Hördahl, Peter
Jarrow, Robert A.
Christensen, Jens H. E.
12
Zin, Stanley E.
11
Sandmann, Klaus
10
Marfè, Roberto
8
Miltersen, Kristian R.
8
Backus, David
7
Chiarella, Carl
7
Durham, J. Benson
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7
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6
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6
Wu, Jing Cynthia
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Zinna, Gabriele
6
Bacchetta, Philippe
5
Creal, Drew
5
Rebonato, Riccardo
5
Sarno, Lucio
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Sondermann, Dieter
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Van Wincoop, Eric
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Abel, Andrew B.
4
Andreasen, Martin Møller
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Aït-Sahalia, Yacine
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Bhamra, Harjoat Singh
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Boudoukh, Jacob
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Choi, Youngsoo
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Foresi, Silverio
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Madan, Dilip B.
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Rudebusch, Glenn D.
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Journal of financial and quantitative analysis : JFQA
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance research letters
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ECONIS (ZBW)
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Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
-
2017
Persistent link: https://www.econbiz.de/10012201648
Saved in:
2
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
3
Liquidity risk and the term structure of interest rates
Jarrow, Robert A.
;
Roch, Alexandre F.
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10010500696
Saved in:
4
Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
Saved in:
5
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
6
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
7
Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
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