Narrow search
Showing 1 - 10 of 157
Cover Image
Limits to arbitrage and the term structure of bond illiquidity premiums
Schuster, Philipp; Uhrig-Homburg, Marliese - In: Journal of banking & finance 57 (2015), pp. 143-159
Persistent link: https://www.econbiz.de/10011543830
Cover Image
Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - In: Journal of financial economics 127 (2018) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Cover Image
Commonality in hedge fund returns : driving factors and implications
Bussière, Matthieu; Hoerova, Marie; Klaus, Benjamin - In: Journal of banking & finance 54 (2015), pp. 266-286
Persistent link: https://www.econbiz.de/10011377831
Cover Image
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 131 (2019) 3, pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Cover Image
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Cover Image
China’s official rates and bond yields
Fan, Longzhen; Johansson, Anders C. - In: Journal of banking & finance 34 (2010) 5, pp. 996-1007
Persistent link: https://www.econbiz.de/10003971328
Cover Image
Do banks price their informational monopoly?
Hale, Galina; Santos, João A. C. - In: Journal of financial economics 93 (2009) 2, pp. 185-206
Persistent link: https://www.econbiz.de/10003877494
Cover Image
Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola; Dall’O, Hakim - In: Journal of banking & finance 35 (2011) 11, pp. 2991-3000
Persistent link: https://www.econbiz.de/10009374683
Cover Image
Portfolios in disguise? : window dressing in bond fund holdings
Ortiz, Cristina; Sarto, José Luis; Vicente, Luis - In: Journal of banking & finance 36 (2012) 2, pp. 418-427
Persistent link: https://www.econbiz.de/10009511312
Cover Image
Distress risk premia in expected stock and bond returns
Zhang, Andrew Jianzhong - In: Journal of banking & finance 36 (2012) 1, pp. 225-238
Persistent link: https://www.econbiz.de/10009411138