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1
Arbitrage
bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
Ioffe, Ioulia D.
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1199-1228
Persistent link: https://www.econbiz.de/10001670772
Saved in:
2
Arbitrage
risk and the turnover anomaly
Chou, Pin-huang
;
Huang, Tsung-yu
;
Yang, Hung-jeh
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
Saved in:
3
A new approach to statistical
arbitrage
: strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
4
Tests for tax-clientele and tax-option effects in US treasury bonds
Ehrhardt, Michael C.
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10001187930
Saved in:
5
Applying a macro-finance yield curve to UK quantitative Easing
Chadha, Jagjit
;
Waters, Alex
- In:
Journal of banking & finance
39
(
2014
),
pp. 68-86
Persistent link: https://www.econbiz.de/10010340770
Saved in:
6
Sovereign credit spreads under good/bad governance
Jeanneret, Alexandre
- In:
Journal of banking & finance
93
(
2018
),
pp. 230-246
Persistent link: https://www.econbiz.de/10011964657
Saved in:
7
Immunization derived from a polynomial duration vector in the Spanish bond market
Soto, Gloria M.
- In:
Journal of banking & finance
25
(
2001
)
6
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001580656
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8
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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9
Modelling sovereign credit spreads with international macro-factors : the case of Brazil 1998 - 2009
Liu, Zhuoshi
;
Spencer, Peter D.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10009705703
Saved in:
10
Sovereign credit spreads
Uhrig-Homburg, Marliese
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4117-4225
Persistent link: https://www.econbiz.de/10010245592
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