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A dynamic model for the forward curve
Chua, Choong Tze; Foster, Dean P.; Ramaswamy, Krishna; … - In: The review of financial studies 21 (2008) 1, pp. 265-310
Persistent link: https://www.econbiz.de/10003716162
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Is nonlinear drift implied by the short end of the term structure?
Takamizawa, Hideyuki - In: The review of financial studies 21 (2008) 1, pp. 311-346
Persistent link: https://www.econbiz.de/10003716165
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J. - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
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The behavior of interest rates
Fama, Eugene F. - In: The review of financial studies 19 (2006) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
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Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.; Henry, Tyler R.; Kisgen, Darren J. - In: The review of financial studies 19 (2006) 2, pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
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On the relation between the credit spread puzzle and the equity premium puzzle
Chen, Long; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 22 (2009) 9, pp. 3367-3409
Persistent link: https://www.econbiz.de/10003885699
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
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When shareholders are creditors : effects of the simultaneous holding of equity and debt by non-commercial banking institutions
Jiang, Wei; Li, Kai; Shao, Pei - In: The review of financial studies 23 (2010) 9, pp. 3595-3637
Persistent link: https://www.econbiz.de/10008664095
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How well do experts predict interbank loan rates and spreads?
Baghestani, Hamid - In: Economics letters 109 (2010) 1, pp. 4-6
Persistent link: https://www.econbiz.de/10008806714
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Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang; Singleton, Kenneth J.; Wei Yang - In: The review of financial studies 20 (2007) 5, pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217