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Capital income
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Journal of financial economics
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ECONIS (ZBW)
830
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1
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:
2
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
3
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
4
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
5
Flow and stock effects of large-scale treasury purchases : evidence on the importance of local supply
D'Amico, Stefania
;
King, Thomas B.
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 425-448
Persistent link: https://www.econbiz.de/10009749331
Saved in:
6
Common
risk
factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
7
Liquidity
risk
of corporate bond returns : conditional approach
Acharya, Viral V.
;
Amihud, Yakov
;
Bharath, Sreedhar T.
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 358-386
Persistent link: https://www.econbiz.de/10010208670
Saved in:
8
Disaster recovery and the term structure of dividend strips
Hasler, Michael
;
Marfè, Roberto
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 116-134
Persistent link: https://www.econbiz.de/10011590891
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9
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Saved in:
10
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
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