Narrow search
Showing 1 - 7 of 7
Cover Image
The China syndrome affects banks : the credit supply channel of foreign import competition
Mayordomo, Sergio; Rachedi, Omar - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 8, pp. 3114-3144
Persistent link: https://www.econbiz.de/10013469974
Cover Image
A two-factor model of the term structure : an approximate analytical solution
Schaefer, Stephen M.; Schwartz, Eduardo S. - In: Journal of financial and quantitative analysis : JFQA 19 (1984) 4, pp. 413-424
Persistent link: https://www.econbiz.de/10002763839
Cover Image
Analyzing convertible bonds
Brennan, Michael J.; Schwartz, Eduardo S.; Schaefer, … - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 4, pp. 907-929
Persistent link: https://www.econbiz.de/10001948015
Cover Image
An equilibrium model of bond pricing and a test of market efficiency
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 3, pp. 301-329
Persistent link: https://www.econbiz.de/10001948095
Cover Image
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Cover Image
The valuation of forestry resources under stochastic prices and inventories
Morck, Randall - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 4, pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
Cover Image
Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
Miltersen, Kristian R.; Schwartz, Eduardo S. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10006700985