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Long-term risk : a martingale approach
Qin, Likuan; Linetsky, Vadim - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 299-312
Persistent link: https://www.econbiz.de/10011738495
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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
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Estimating time varying risk premia in the term structure : the ARCH-M model
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 2, pp. 391-407
Persistent link: https://www.econbiz.de/10001020996
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Endogenous liquidity and defaultable bonds
He, Zhiguo; Milbradt, Konstantin - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 4, pp. 1443-1508
Persistent link: https://www.econbiz.de/10010506461
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Search for yield
Martinez-Miera, David; Repullo, Rafael - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 2, pp. 351-378
Persistent link: https://www.econbiz.de/10011778646
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A theory of the term structure of interest rates
Cox, John C.; Ingersoll jr., Jonathan E.; Ross, Stephen A. - In: Econometrica : journal of the Econometric Society, an … 53 (1985) 2, pp. 385-407
Persistent link: https://www.econbiz.de/10002034261
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Term structures of credit spreads with incomplete accounting information
Duffie, Darrell; Lando, David - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 633-664
Persistent link: https://www.econbiz.de/10001580789
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Dynamic choices of hyperbolic consumers
Harris, Christopher; Laibson, David I. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 4, pp. 935-957
Persistent link: https://www.econbiz.de/10001594724
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Semiparametric estimation of a proportional Hazard model with unobserved heterogeneity
Horowitz, Joel - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1001-1028
Persistent link: https://www.econbiz.de/10001405835
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Denumerable-armed bandits
Banks, Jeffrey S. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 5, pp. 1071-1096
Persistent link: https://www.econbiz.de/10001132005