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Sovereign risk and its changing effects on bond duration during financial crisis
Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: Applied financial economics 24 (2014) 22/24, pp. 1465-1477
Persistent link: https://www.econbiz.de/10010460096
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Applying the Inclan-Tsiao break-point algorithm in the search for the flight-to-safety phenomenon
Smith, Kenneth L.; Brocato, Joe - In: Applied financial economics 20 (2010) 4/6, pp. 371-380
The focus of this article is to examine the recent historical record of the US equity and government bond markets in an … method allows us to identify the dates where the equity index is negative coupled with positive government bond movements …
Persistent link: https://www.econbiz.de/10003963193
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Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds : implications for the true after-tax spot rate
Daves, Phillip R.; Ehrhardt, Michael C. - In: Applied financial economics 21 (2011) 10/12, pp. 695-705
Persistent link: https://www.econbiz.de/10009231606
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A signal of imperfect portfolio capital adjustment from the domestic and foreign Colombian debt
Arango Thomas, Luis Eduardo; Betancourt, Yanneth R. - In: Applied financial economics 15 (2005) 9, pp. 587-597
Persistent link: https://www.econbiz.de/10002953389
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Binominal pricing of fixed-income securities for increasing and decreasing interest rate cases
Johnson, Robert S.; Zuber, Richard A.; Gandar, John M. - In: Applied financial economics 16 (2006) 14, pp. 1029-1046
Persistent link: https://www.econbiz.de/10003377862
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A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Applied financial economics 24 (2014) 19/21, pp. 1361-1366
Persistent link: https://www.econbiz.de/10010460151
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The dynamics of bond yields and the stock index, with an application to the UK stock and bond market
Jakobsen, Jan Bo; Sørensen, Carsten - In: Applied financial economics 13 (2003) 5, pp. 387-399
Persistent link: https://www.econbiz.de/10001760630
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Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan; Marfatia, H. A. - In: Applied financial economics 23 (2013) 16/18, pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
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European sovereign bond spreads : financial integration and market conditions
Georgoutsos, Demetris A.; Migiakis, Petros M. - In: Applied financial economics 23 (2013) 19/21, pp. 1609-1621
Persistent link: https://www.econbiz.de/10010259755
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New insights on the US OIS spreads term structure during the recent financial turmoil
Morana, Claudio - In: Applied financial economics 24 (2014) 4/6, pp. 291-317
Persistent link: https://www.econbiz.de/10010399449