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A new class of duration measures
Au, Kelly T. - In: Economics letters 47 (1995) 3, pp. 371-375
Persistent link: https://www.econbiz.de/10001178199
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A bond pricing formula under a non-trivial, three-factor model of interest rates
Chen, Lin - In: Economics letters 51 (1996) 1, pp. 95-99
Persistent link: https://www.econbiz.de/10001199673
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CDS trading and bond interest rates
Caliendo, Frank - In: Economics letters 174 (2019), pp. 52-54
Persistent link: https://www.econbiz.de/10012121015
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Shock and awe? : bond yield responses to domestic monetary policy in a small-open economy
Nitschka, Thomas; Ramelet, Marc-Antoine - In: Economics letters 231 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014461260
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A machine learning based asset pricing factor model comparison on anomaly portfolios
Fang, Ming; Taylor, Stephen - In: Economics letters 204 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012607835
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International portfolio bond spillovers
Ceballos, Luis; Romero, Damian - In: Economics letters 220 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013473089
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Hedging climate risks with green assets
Cepni, Oguzhan; Demirer, Rıza; Rognone, Lavinia - In: Economics letters 212 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013442059
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The term structure of implied dividend yields and expected returns
Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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Adaptive market hypothesis and evolving predictability of bitcoin
Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Economics letters 167 (2018), pp. 26-28
Persistent link: https://www.econbiz.de/10012015764
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Expected profitability and the cross-section of stock returns
Lin, Qi; Lin, Xi - In: Economics letters 183 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012122451