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Collateral haircuts and bond yields in the European government bond markets
Nguyen Minh - In: International review of financial analysis 69 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012317363
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The crucial role of the five-year Treasury in the US yield curve
Chen, Yu-Lun - In: International review of financial analysis 90 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014469977
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Autoregressive conditional tail behavior and results on government bond yield spreads
Wagner, Niklas F. - In: International review of financial analysis 14 (2005) 2, pp. 247-261
Persistent link: https://www.econbiz.de/10002738302
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A yield spread perspective on the great financial crisis : break-point test evidence
Guidolin, Massimo; Tam, Yu Man - In: International review of financial analysis 26 (2013), pp. 18-39
Persistent link: https://www.econbiz.de/10009717229
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Applying a three-factor defaultable term structure model to the pricing of credit default options
Schmid, Bernd; Kalemanova, Anna - In: International review of financial analysis 11 (2002) 2, pp. 139-158
Persistent link: https://www.econbiz.de/10001715951
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Modeling the business risk of financially weakened firms : a new approach for corporate bond pricing
Moraux, Franck - In: International review of financial analysis 13 (2004) 1, pp. 47-61
Persistent link: https://www.econbiz.de/10002066881
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Term premium dynamics in an emerging market : risk, liquidity, and behavioral factors
Karahan, Cenk C.; Soykök, Emre - In: International review of financial analysis 84 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013472748
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Investor strategies in the green bond market : the influence of liquidity risks, economic factors and clientele effects
Boutabba, Mohamed Amine; Rannou, Yves - In: International review of financial analysis 81 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013375281
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An empirical evaluation of alternative fundamental models of credit spreads
Murphy, Austin; Headley, Adrian - In: International review of financial analysis 81 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013411160
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Euro and FIBOR interest rates : a continuous time modelling analysis
Nowman, Kalid Ben; Yahia, B. B. H. - In: International review of financial analysis 17 (2008) 5, pp. 1029-1035
Persistent link: https://www.econbiz.de/10003792389