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Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl - In: Finance research letters 23 (2017), pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
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Corporate financialization and the spread of issuing bonds
Yu, Zhiyang; Yu, Kaibin; Ye, Ying; Wang, Canghong - In: Finance research letters 59 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014445292
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An affine term structure model with Fed chairs' speeches
Ko, Eunmi - In: Finance research letters 63 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014531498
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The investment management for a downside-protected equity-linked annuity under interest rate risk
Han, Nan-Wei; Hung, Mao-Wei - In: Finance research letters 13 (2015), pp. 113-124
Persistent link: https://www.econbiz.de/10011552419
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Short and long-term interest rate risk : the sovereign balance-sheet nexus
Afonso, António; Alves, José - In: Finance research letters 31 (2019), pp. 294-299
Persistent link: https://www.econbiz.de/10012421589
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Fixed rate mortgages : the cost of interest rate risk aversion
Ahn, Kwangwon; Forsyth, Joetta; Jang, Hanwool; Kim, Dongshin - In: Finance research letters 44 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014520458
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From default probabilities to credit spreads : credit risk models do explain market price
Denzler, Stefan M.; Dacorogna, Michel M.; Müller, Ulrich A. - In: Finance research letters 3 (2006) 2, pp. 79-95
Persistent link: https://www.econbiz.de/10003333860
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An analytic approximation formula for pricing zero-coupon bonds
Choi, Youngsoo; Wirjanto, Tony S. - In: Finance research letters 4 (2007) 2, pp. 116-126
Persistent link: https://www.econbiz.de/10003477217
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Hedging in a HJM model
Jarrow, Robert A. - In: Finance research letters 7 (2010) 1, pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
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Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro; Tamaki, Kenichiro; Shiohama, Takayuki - In: Finance research letters 7 (2010) 1, pp. 60-69
Persistent link: https://www.econbiz.de/10003972397