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After-tax term structures of real interest rates : inferences from the UK linked and non-linked gilt markets
Aziz, Andrew R.; Prisman, Eliezer Zeev - In: Journal of banking & finance 24 (2000) 9, pp. 1433-1455
Persistent link: https://www.econbiz.de/10001501608
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Expected inflation and the real rate on interest : a note
Day, Theodore E. - In: Journal of banking & finance 9 (1985) 4, pp. 491-498
Persistent link: https://www.econbiz.de/10001024329
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Modelling real interest rates
Evans, Lloyd Thomas - In: Journal of banking & finance 18 (1994) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10001156038
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Are TIPS the "real" deal? : A conditional assessment of their role in a nominal portfolio
Hunter, Delroy M.; Simon, David P. - In: Journal of banking & finance 29 (2005) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10002485301
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On real interest rate dynamics and regime switching
Kanas, Angelos - In: Journal of banking & finance 32 (2008) 10, pp. 2089-2098
Persistent link: https://www.econbiz.de/10003778624
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Bank behavior based on internal credit ratings of borrowers
Machauer, Achim - In: Journal of banking & finance 22 (1998) 10, pp. 1355-1383
Persistent link: https://www.econbiz.de/10001338694
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Credit spreads in the market for highly leveraged transaction loans
Angbazo, Lazarus A. - In: Journal of banking & finance 22 (1998) 10, pp. 1249-1282
Persistent link: https://www.econbiz.de/10001338698
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A note on the variance of spot interest rates
Brooks, Robert - In: Journal of banking & finance 14 (1990) 1, pp. 215-225
Persistent link: https://www.econbiz.de/10001088196
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Generalized solutions of higher-order duration measures
Nawalkha, Sanjay K. - In: Journal of banking & finance 14 (1990) 6, pp. 1143-1150
Persistent link: https://www.econbiz.de/10001098498
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Interest rate swaps in an agency theoretical model with uncertain interest rates
Wall, Larry D. - In: Journal of banking & finance 13 (1989) 2, pp. 261-270
Persistent link: https://www.econbiz.de/10001069316