Narrow search
Showing 1 - 10 of 859
Cover Image
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
Cover Image
Testing the elasticity of corporate yield spreads
Jacoby, Gady; Liao, Rose C.; Batten, Jonathan A. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 641-656
Persistent link: https://www.econbiz.de/10003887386
Cover Image
Term structure, inflation, and real activity
Berardi, Andrea - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 987-1011
Persistent link: https://www.econbiz.de/10003901214
Cover Image
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
Cover Image
The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
Cover Image
The term structure of lease rates with endogenous default triggers and tenant capital structure : theory and evidence
Agarwal, Sumit; Ambrose, Brent William; Huang, Hongming; … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 553-584
Persistent link: https://www.econbiz.de/10009153182
Cover Image
Detecting regime shifts in credit spreads
Chun, Olfa Maalaoui; Dionne, Georges; François, Pascal - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1339-1364
Persistent link: https://www.econbiz.de/10011338936
Cover Image
An extended macro-finance model with financial factors
Dewachter, Hans; Iania, Leonardo - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1893-1916
Persistent link: https://www.econbiz.de/10009623279
Cover Image
The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
Cover Image
The performance of alternative interest rate risk measures and immunization strategies under a Heath-Jarrow-Morton framework
Agca, Senay - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 645-670
Persistent link: https://www.econbiz.de/10003160370