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Demystifying the US Treasury floating rate note puzzle : a swap market perspective
Ahn, Jungkyu; Ahn, Yongkil - In: Finance research letters 50 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014245417
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Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy; Mashele, Hopolang Phillip - In: Finance research letters 19 (2016), pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
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Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele; Baviera, Roberto - In: Finance research letters 41 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
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Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
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Longevity bond pricing under the threshold CIR model
Dong, Fangyuan; Wong, Hoi Ying - In: Finance research letters 15 (2015), pp. 195-207
Persistent link: https://www.econbiz.de/10011553193
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A sequential pricing framework for corporate securities : the case of rating-trigger step-up/-down bonds
Bank, Matthias; Kupfer, Alexander - In: Finance research letters 11 (2014) 4, pp. 437-445
Persistent link: https://www.econbiz.de/10011300432
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Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy - In: Finance research letters 11 (2014) 2, pp. 131-139
Persistent link: https://www.econbiz.de/10010441202
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Credit risk assessment of fixed income portfolios using explicit expressions
Pagnoncelli, Bernardo K.; Cifuentes, Arturo - In: Finance research letters 11 (2014) 3, pp. 224-230
Persistent link: https://www.econbiz.de/10010441865
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Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds : evidence from a quasi-natural experiment in China
Qian, Ningyu - In: Finance research letters 26 (2018), pp. 162-168
Persistent link: https://www.econbiz.de/10012005638
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The impact of liquidity risk on the yield spread of green bonds
Febi, Wulandari; Schäfer, Dorothea; Stephan, Andreas; … - In: Finance research letters 27 (2018), pp. 53-59
Persistent link: https://www.econbiz.de/10012006738