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Term structure dynamics in theory and reality
Dai, Qiang; Singleton, Kenneth J. - In: The review of financial studies 16 (2003) 3, pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
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A new perspective on Gaussian dynamic term structure models
Joslin, Scott; Singleton, Kenneth J.; Zhu, Haoxiang - In: The review of financial studies 24 (2011) 3, pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
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Do banks price their informational monopoly?
Hale, Galina; Santos, João A. C. - In: Journal of financial economics 93 (2009) 2, pp. 185-206
Persistent link: https://www.econbiz.de/10003877494
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Bank corporate loan pricing following the subprime crisis
Santos, João A. C. - In: The review of financial studies 24 (2011) 6, pp. 1916-1943
Persistent link: https://www.econbiz.de/10009155235
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Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang; Singleton, Kenneth J.; Wei Yang - In: The review of financial studies 20 (2007) 5, pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217