Narrow search
Showing 1 - 10 of 80
Cover Image
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.; Yildirim, Yildiray - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Cover Image
Measuring rents and interest rate risk in imperfect financial markets : the case of retail bank deposits
Hutchison, David E. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 3, pp. 399-417
Persistent link: https://www.econbiz.de/10001218974
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
Cover Image
Interest rate risk and the cross section of stock returns
Lioui, Abraham; Maio, Paulo - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 2, pp. 483-511
Persistent link: https://www.econbiz.de/10010487113
Cover Image
Time-varying return and risk in the corporate bond market
Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 323-340
Persistent link: https://www.econbiz.de/10001096422
Cover Image
Corporate bond price data sources and return risk measurement
Nunn, Kenneth P. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 2, pp. 197-208
Persistent link: https://www.econbiz.de/10001010779
Cover Image
The call, sinking fund, and term-to-maturity features of corporate bonds : an empriical investigation
Mitchell, Karlyn - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 201-222
Persistent link: https://www.econbiz.de/10001106736
Cover Image
Valuing risky fixed rate debt : an extension
Briys, Eric - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 239-248
Persistent link: https://www.econbiz.de/10001224462
Cover Image
Portfolio diversification and international corporate bonds
Liu, Edith X. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 959-983
Persistent link: https://www.econbiz.de/10011610251
Cover Image
The term structure of bond liquidity
Gehde-Trapp, Monika; Schuster, Philipp; Uhrig-Homburg, … - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2161-2197
Persistent link: https://www.econbiz.de/10011959080