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A dynamic model for the forward curve
Chua, Choong Tze; Foster, Dean P.; Ramaswamy, Krishna; … - In: The review of financial studies 21 (2008) 1, pp. 265-310
Persistent link: https://www.econbiz.de/10003716162
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Is nonlinear drift implied by the short end of the term structure?
Takamizawa, Hideyuki - In: The review of financial studies 21 (2008) 1, pp. 311-346
Persistent link: https://www.econbiz.de/10003716165
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The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L. - In: Journal of financial economics 89 (2008) 1, pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J. - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
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The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - In: The review of financial studies 21 (2008) 4, pp. 1653-1687
Persistent link: https://www.econbiz.de/10003765316
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The behavior of interest rates
Fama, Eugene F. - In: The review of financial studies 19 (2006) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
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Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.; Henry, Tyler R.; Kisgen, Darren J. - In: The review of financial studies 19 (2006) 2, pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
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Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris; Karoui, Lotfi - In: Journal of financial economics 91 (2009) 3, pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
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On the relation between the credit spread puzzle and the equity premium puzzle
Chen, Long; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 22 (2009) 9, pp. 3367-3409
Persistent link: https://www.econbiz.de/10003885699
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The market for corporate control and the cost of debt
Qiu, Jiaping; Yu, Fan - In: Journal of financial economics 93 (2009) 3, pp. 505-524
Persistent link: https://www.econbiz.de/10003886733