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Adding bond funds to M2 in the P-Star model of inflation
Becsi, Zsolt - In: Economics letters 46 (1994) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001168097
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The time-varying U.S. treasury bond demand elasticity
Yang, Bohan; Wang, Bin - In: Economics letters 241 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015077966
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On the investment sensitivity of debt under uncertainty
Baum, Christopher F.; Caglayan, Mustafa; Talavera, Oleksandr - In: Economics letters 106 (2010) 1, pp. 25-27
Persistent link: https://www.econbiz.de/10003931129
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Bond yield uncertainty and the demand for money : a comment
Allen, Stuart D.; Cooke, Shaw - In: Economics letters 10 (1982) 3/4, pp. 321-326
Persistent link: https://www.econbiz.de/10001843303
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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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Optimality of coupon-bearing debt under asymmetric information
De, Sankar - In: Economics letters 34 (1990) 4, pp. 369-373
Persistent link: https://www.econbiz.de/10001096911
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Examining statistical differences between using returns and yields to maturity in bond market event studies
Swidler, Steven Mark - In: Economics letters 34 (1990) 2, pp. 163-168
Persistent link: https://www.econbiz.de/10001096979
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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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The economics of satellite deorbiting performance bonds
Adilov, Nodir; Alexander, Peter J.; Cunningham, Brendan M. - In: Economics letters 228 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014451139