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Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus; Ou, Yangguoyi - In: Journal of banking & finance 36 (2012) 11, pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
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Competitive inventory management in Treasury markets
Chatrath, Arjun; Christie-David, Rohan; Lee, Kiseop; … - In: Journal of banking & finance 33 (2009) 5, pp. 800-809
Persistent link: https://www.econbiz.de/10003836415
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The increasing default risk of US Treasury securities due to the financial crisis
Nippani, Srinivas; Smith, Stanley D. - In: Journal of banking & finance 34 (2010) 10, pp. 2472-2480
Persistent link: https://www.econbiz.de/10008858309
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Did the repeated debt ceiling controversies embed default risk in US Treasury securities?
Liu, Pu; Shao, Yingying; Yeager, Timothy J. - In: Journal of banking & finance 33 (2009) 8, pp. 1464-1471
Persistent link: https://www.econbiz.de/10003855540
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The dynamic relationship between the federal funds rate and the Treasury bill rate : an empirical investigation
Sarno, Lucio; Thornton, Daniel L. - In: Journal of banking & finance 27 (2003) 6, pp. 1079-1110
Persistent link: https://www.econbiz.de/10001757811
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Private information flow and price discovery in the US treasury market
Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
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An open-economy macro-finance model of international interdependence : the OECD, US and the UK
Spencer, Peter D.; Liu, Zhuoshi - In: Journal of banking & finance 34 (2010) 3, pp. 667-680
Persistent link: https://www.econbiz.de/10003951954
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Individual stock-option prices and credit spreads
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J.; … - In: Journal of banking & finance 32 (2008) 12, pp. 2706-2715
Persistent link: https://www.econbiz.de/10003796160
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Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas; Alexander, Carol - In: Journal of banking & finance 36 (2012) 11, pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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Credit spread variability in the U.S. business cycle : the Great Moderation versus the Great Recession
Hollander, Hylton; Liu, Guangling - In: Journal of banking & finance 67 (2016), pp. 37-52
Persistent link: https://www.econbiz.de/10011634640