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~isPartOf:"International journal of theoretical and applied finance"
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The bond coupon's impact on li...
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International journal of theoretical and applied finance
NBER working paper series
908
Working paper / National Bureau of Economic Research, Inc.
841
Journal of banking & finance
730
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696
IMF Working Papers
496
Journal of financial economics
480
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204
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193
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184
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176
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
2
Credit spread and liquidation value-based debt financing constraint
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153003
Saved in:
3
Return-predicting factors for us treasuries : on the similarity of “tents” and “bats”
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011403787
Saved in:
4
Lévy-Vasicek models and the long-
bond
return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
5
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
6
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
7
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
8
Bond
market model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 577-596
Persistent link: https://www.econbiz.de/10003347391
Saved in:
9
Hedge-fund management with
liquidity
constraint
Ramirez, Hugo E.
;
Duck, Peter
;
Johnson, Paul
;
Howell, …
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012153086
Saved in:
10
An extension of the Brody-Hughston-Macrina approach to modeling of defaultable bonds
Rutkowski, Marek
;
Yu, Nannan
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 557-589
Persistent link: https://www.econbiz.de/10003463472
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