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Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae; Li, Lingfei; Linetsky, Vadim - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
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A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
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De-risking of green investments through a green bond market - Empirics and a dynamic model
Braga, João Paulo; Semmler, Willi; Grass, Dieter - In: Journal of economic dynamics & control 131 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012818101
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Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai - In: Journal of economic dynamics & control 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
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On the optimal quantity of liquid bonds
Huber, Samuel; Kim, Jaehong - In: Journal of economic dynamics & control 79 (2017), pp. 184-200
Persistent link: https://www.econbiz.de/10011817618
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The impact of EMU on bond yield convergence : evidence from a time-varying dynamic factor model
Bhatt, Vipul; Kishor, N. Kundan; Ma, Jun - In: Journal of economic dynamics & control 82 (2017), pp. 206-222
Persistent link: https://www.econbiz.de/10011915566
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Time to build and bond risk premia
Guo, Bin; Huang, Fuzhe; Li, Kai - In: Journal of economic dynamics & control 121 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
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Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of economic dynamics & control 88 (2018), pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
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Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han; Fan, Xiaoyun; Guo, Bin; Zhang, Wei - In: Journal of economic dynamics & control 109 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
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Bonds, currencies and expectational errors
Granziera, Eleonora; Sihvonen, Markus - In: Journal of economic dynamics & control 158 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10014532367