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On the implications of leverage adjustments in the framework of arbitrage pricing theory under Modigliani-Miller propositions
Conine, Thomas E. - In: Advances in quantitative analysis of finance and … 5 (1997), pp. 87-95
Persistent link: https://www.econbiz.de/10001230052
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A general approach for modeling the term structure of interest rates : estimation and application
Zhang, Hua - In: Advances in quantitative analysis of finance and … 5 (1997), pp. 61-85
Persistent link: https://www.econbiz.de/10001230054
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Are term premiums risk premiums?
Brooks, Robert - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 131-146
Persistent link: https://www.econbiz.de/10001201309
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Measuring variability and stationarity of term premia for interest rate forecasting
DeGennaro, Ramon P. - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 147-173
Persistent link: https://www.econbiz.de/10001201310
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Foreign exchange rate forecasts using vector autoregressive moving average models
Hung, Ken - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 239-261
Persistent link: https://www.econbiz.de/10001202926
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The impact of junior debt upon the systematic and unsystematic risk of senior debt
Hu, John Wei-shan - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 195-216
Persistent link: https://www.econbiz.de/10001202928
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The effect of option trading on stock price reaction to annual earnings announcements
Lau, Richard T. - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 155-174
Persistent link: https://www.econbiz.de/10001202930
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The determinants of convergence of opinion at earnings announcements
Stickel, Scott E. - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 141-154
Persistent link: https://www.econbiz.de/10001202957
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Biases and sensitivities of the black-scholes option price
Lee, Cheng F. - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 105-116
Persistent link: https://www.econbiz.de/10001202959
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A microeconomic model of systematic risk
Shang, Paul - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 177-194
Persistent link: https://www.econbiz.de/10001211139