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Journal of financial economics
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ECONIS (ZBW)
1,070
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1
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1
Interest rate swaps : an empirical investigation
Sun, Tong-sheng
- In:
Journal of financial economics
34
(
1993
)
1
,
pp. 77-99
Persistent link: https://www.econbiz.de/10001149418
Saved in:
2
Dividends, taxes, and common stock prices : the ex-dividend day behavior of common stock prices before the income tax
Barclay, Michael J.
- In:
Journal of financial economics
1
(
1987
),
pp. 31-44
Persistent link: https://www.econbiz.de/10001032358
Saved in:
3
Bank activity and funding strategies : the impact on risk and returns
Demirgüç-Kunt, Asli
;
Huizinga, Harry
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 626-650
Persistent link: https://www.econbiz.de/10008826976
Saved in:
4
Common risk factors in the returns on stocks and bonds
Fama, Eugene F.
- In:
Journal of financial economics
33
(
1993
)
1
,
pp. 3-56
Persistent link: https://www.econbiz.de/10001142613
Saved in:
5
Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen
- In:
Journal of financial economics
42
(
1996
)
1
,
pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
Saved in:
6
The maturity of debt issues and predictable variation in bond returns
Baker, Malcolm
;
Greenwood, Robin
;
Wurgler, Jeffrey
- In:
Journal of financial economics
70
(
2003
)
2
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001820221
Saved in:
7
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
8
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
Saved in:
9
Short-term interest rate dynamics : a spatial approach
Bandi, Federico M.
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 73-110
Persistent link: https://www.econbiz.de/10001690103
Saved in:
10
Pricing American options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
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