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Tandem T-bill and CD spreads
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USA
838
United States
838
Börsenkurs
175
Share price
175
Theorie
148
Theory
148
Capital income
104
Kapitaleinkommen
104
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92
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92
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76
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76
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55
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33
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896
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Stulz, René M.
13
DeAngelo, Harry
11
DeAngelo, Linda
11
Denis, David J.
8
Longstaff, Francis A.
8
McConnell, John J.
8
Barclay, Michael J.
7
Fama, Eugene F.
7
French, Kenneth Ronald
7
Hong, Harrison G.
7
Ritter, Jay
7
Schultz, Paul H.
7
Stein, Jeremy C.
7
Bessembinder, Hendrik
6
Chordia, Tarun
6
Graham, John R.
6
James, Christopher M.
6
John, Kose
6
Karpoff, Jonathan M.
6
Kothari, S. P.
6
Lerner, Joshua
6
Mayers, David
6
Poulsen, Annette Brinch
6
Richardson, Matthew
6
Walkling, Ralph A.
6
Baker, Malcolm
5
Campbell, John Y.
5
Ferson, Wayne E.
5
Gilson, Stuart C.
5
Gompers, Paul A.
5
Guay, Wayne R.
5
Jordan, Bradford D.
5
Kaplan, Steven N.
5
Karolyi, G. Andrew
5
Lang, Larry H. P.
5
Larcker, David F.
5
Lewellen, Jonathan
5
Malatesta, Paul H.
5
Ofek, Eli
5
Shivdasani, Anil
5
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Harvard Graduate School of Business Administration / Division of Research
2
Symposium on the Structure and Governance of Enterprise <1990, Cambridge, Mass.>
2
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
11,443
NBER working paper series
3,582
The American economic review
2,383
Discussion paper / Centre for Economic Policy Research
1,907
Discussion paper series / IZA
1,816
American journal of agricultural economics
1,550
The journal of finance : the journal of the American Finance Association
1,491
The review of economics and statistics
1,443
NBER Working Paper
1,396
The review of financial studies
1,392
Applied economics
1,226
Working paper
1,221
Journal of banking & finance
982
Economic review
936
IZA Discussion Papers
898
Economics letters
887
Southern economic journal
886
The journal of futures markets
883
Finance and economics discussion series
880
Economic inquiry : journal of the Western Economic Association International
869
Monthly labor review : MLR
859
National tax journal
849
Journal of financial and quantitative analysis : JFQA
827
Journal of human resources : JHR
767
Journal of money, credit and banking : JMCB
762
CESifo working papers
758
The journal of economic perspectives : EP ; a journal of the American Economic Association
701
Journal of political economy
697
The journal of law & economics
650
The quarterly journal of economics
646
Challenge
633
American economic journal : a journal of the American Economic Association
607
Health affairs : at the intersection of health, health care, and policy
599
ILR review : the journal of work and policy
595
Business horizons
594
Journal of monetary economics
553
Journal of labor economics
547
European journal of operational research : EJOR
542
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
534
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ECONIS (ZBW)
897
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1
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10
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897
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1
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
Saved in:
2
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
3
An empirical examination of basic valuation models for plain vanilla US interest rate swaps
Minton, Bernadette A.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10001222156
Saved in:
4
Implied volatility functions in
arbitrage
-free term structure models
Amin, Kaushik I.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
Saved in:
5
Negative option values are possible : the impact of treasury bond futures on the cash US treasury market
Jordan, Bradford D.
- In:
Journal of financial economics
46
(
1997
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10001228508
Saved in:
6
The on-the-run liquidity phenomenon
Pasquariello, Paolo
;
Vega, Clara
- In:
Journal of financial economics
92
(
2009
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003833655
Saved in:
7
A multivariate model of strategic asset allocation
Campbell, John Y.
;
Chan, Yeung Lewis
;
Viceira, Luis M.
- In:
Journal of financial economics
67
(
2003
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10001728943
Saved in:
8
The bond- old-bond spread
Krishnamurthy, Arvind
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 463-506
Persistent link: https://www.econbiz.de/10001712432
Saved in:
9
The relative pricing of US Treasury STRIPS : empirical evidence
Jordan, Bradford D.
;
Jorgensen, Randy D.
;
Kuipers, David R.
- In:
Journal of financial economics
56
(
2000
)
1
,
pp. 89-123
Persistent link: https://www.econbiz.de/10001468747
Saved in:
10
The US Treasury floating rate note puzzle : is there a premium for mark-to-market stability?
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 637-658
Persistent link: https://www.econbiz.de/10012588340
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