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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
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Safe-asset shortages : evidence from the European government bond lending market
Aggarwal, Reena; Bai, Jennie; Laeven, Luc - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 8, pp. 2689-2719
Persistent link: https://www.econbiz.de/10012705189
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Government intervention and strategic trading in the U.S. treasury market
Pasquariello, Paolo; Roush, Jennifer E.; Vega, Clara - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 117-157
Persistent link: https://www.econbiz.de/10012195551
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Credit default swaps, fire-sale risk, and the liquidity provision in the bond market
Massa, Massimo; Zhang, Lei - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1963-1996
Persistent link: https://www.econbiz.de/10015055439
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Liquidity risk, return predictability, and hedge funds' performance : an empirical study
Gibson, Rajna; Wang, Songtao - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 219-244
Persistent link: https://www.econbiz.de/10009772364
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Cash flow and discount rate risk in up and down markets : what is actually priced?
Botshekan, Mahmoud; Kräussl, Roman; Lucas, André - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1279-1301
Persistent link: https://www.econbiz.de/10009728907
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Corporate governance and risk taking in pension plans : evidence from defined benefit asset allocations
Phan, Hieu V.; Hegde, Shantaram P. - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 3, pp. 919-946
Persistent link: https://www.econbiz.de/10010201778
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Stocks, bonds, and long-run consumption risks
Hasseltoft, Henrik - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 309-332
Persistent link: https://www.econbiz.de/10009672585
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Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A. - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 4, pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
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Risk decomposition: variance or standard deviation : a reexamination and extension
Van Zijl, Tony - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 2, pp. 237-247
Persistent link: https://www.econbiz.de/10001025728